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Details

Oil Price Volatility Forecast with Mixture Memory GARCH

Journal
Energy Economics
ISSN
0140-9883
Type
journal article
Date Issued
2016
Author(s)
Klein, Tony
;
Walther, Thomas  
DOI
10.1016/j.eneco.2016.06.004
Language
English
HSG Classification
contribution to scientific community
HSG Profile Area
None
Refereed
Yes
Publisher
Elsevier
Volume
58
Start page
46
End page
58
Pages
13
URL
https://www.alexandria.unisg.ch/handle/20.500.14171/105223
Subject(s)

economics

finance

Division(s)

ior/cf - Institute fo...

Eprints ID
253230
Support
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