Modelling asymmetric volatility in oil prices under structural breaks
Year of publication: |
March 2017
|
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Authors: | Ewing, Bradley T. ; Malik, Farooq |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 63.2017, p. 227-233
|
Subject: | Oil volatility | Structural breaks | GARCH | Volatilität | Volatility | Strukturbruch | Structural break | Ölpreis | Oil price | ARCH-Modell | ARCH model | Schätzung | Estimation |
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