Oil Price Volatility Forecast with Mixture Memory GARCH

Item Type Journal paper
Abstract
Authors Klein, Tony & Walther, Thomas
Journal or Publication Title Energy Economics
Language English
Subjects economics
finance
HSG Classification contribution to scientific community
HSG Profile Area None
Refereed Yes
Date 2016
Publisher Elsevier
Volume 58
Page Range 46-58
Number of Pages 13
ISSN 0140-9883
Publisher DOI https://doi.org/10.1016/j.eneco.2016.06.004
Depositing User Prof. Dr. Thomas Walther
Date Deposited 09 Jan 2018 21:21
Last Modified 20 Jul 2022 17:34
URI: https://www.alexandria.unisg.ch/publications/253230

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Klein, Tony & Walther, Thomas (2016) Oil Price Volatility Forecast with Mixture Memory GARCH. Energy Economics, 58 46-58. ISSN 0140-9883

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https://www.alexandria.unisg.ch/id/eprint/253230
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