Long term forecasts of volatility in the market for crude oil : do futures prices offer any clues?
By Stephen M. Brochu
| Year of publication: |
2002
|
|---|---|
| Authors: | Brochu, Stephen M. |
| Subject: | Ölpreis | Oil price | Volatilität | Volatility | Derivat | Derivative | Prognoseverfahren | Forecasting model | ARCH-Modell | ARCH model | Stochastischer Prozess | Stochastic process | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Schätzung | Estimation | Welt | World |
| Extent: | XI, 203 S graph. Darst |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Thesis ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Thesis: | Golden, Colo., Colorado School of Mines, Diss., 2002 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001875427