Modeling and Forecasting Commodity Market Volatility with Long-term Economic and Financial Variables
Year of publication: |
2020
|
---|---|
Authors: | Nguyen, Duc Khuong |
Other Persons: | Walther, Thomas (contributor) |
Publisher: |
[2020]: [S.l.] : SSRN |
Subject: | Prognoseverfahren | Forecasting model | Volatilität | Volatility | Rohstoffmarkt | Commodity market | Rohstoffpreis | Commodity price |
Extent: | 1 Online-Ressource (41 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: University of St. Gallen, School of Finance Research Paper No. 2018/24 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 3, 2018 erstellt |
Other identifiers: | 10.2139/ssrn.3294967 [DOI] |
Classification: | c58 ; G17 - Financial Forecasting ; q02 |
Source: | ECONIS - Online Catalogue of the ZBW |
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