Modeling and forecasting commodity market volatility with long-term economic and financial variables
Duc Khuong Nguyen and Thomas Walther
| Year of publication: |
December 3, 2018
|
|---|---|
| Authors: | Nguyen, Duc Khuong ; Walther, Thomas |
| Publisher: |
St. Gallen : School of Finance, University of St. Gallen |
| Subject: | Commodity futures | GARCH | Long-term volatility | Macroeconomic effects | Mixeddata sampling | Volatilität | Volatility | Rohstoffderivat | Commodity derivative | Prognoseverfahren | Forecasting model | ARCH-Modell | ARCH model | Rohstoffmarkt | Commodity market | Rohstoffpreis | Commodity price | Wirkungsanalyse | Impact assessment |
freely available
| Extent: | 1 Online-Ressource (circa 41 Seiten) Illustrationen |
|---|---|
| Series: | Working papers on finance. - Sankt Gallen, ZDB-ID 2252526-9. - Vol. no. 2018, 24 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011946687