Revealing asymmetries in the loss function of WTI oil futures market
Year of publication: |
2014
|
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Authors: | Mamatzakis, Emmanuel C. |
Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 47.2014, 2, p. 411-426
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Subject: | Asymmetric loss function | WTI oil futures | Structural breaks | Rohstoffderivat | Commodity derivative | Ölpreis | Oil price | Strukturbruch | Structural break | ARCH-Modell | ARCH model | Erdöl | Petroleum | Volatilität | Volatility |
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