Forecasting the term structure of volatility of crude oil price changes
| Contribuinte(s) |
University of Aberdeen, Accountancy & Finance, Accountancy University of Aberdeen, Business School |
|---|---|
| Data(s) |
05/08/2016
05/08/2016
01/04/2016
20/10/2001
|
| Resumo |
Peer reviewed Postprint |
| Formato |
3 |
| Identificador |
Balaban , E & Lu , S 2016 , ' Forecasting the term structure of volatility of crude oil price changes ' Economics Letters , vol 141 , pp. 116-118 . , 10.1016/j.econlet.2016.02.015 0165-1765 PURE: 62613818 PURE UUID: e28eec4b-edd9-4e36-b691-247656fb00ba |
| Idioma(s) |
eng |
| Relação |
Economics Letters |
| Direitos |
© 2016. This manuscript version is made available under the CC-BY-NC-ND 4.0 license http://creativecommons.org/licenses/by-nc-nd/4.0/ |
| Palavras-Chave | #volatility term structure #square-root-of-time rule #forecasting #forecast evaluation #oil prices #HB Economic Theory #HB |
| Tipo |
Journal article |
