Volatility forecasting for crude oil futures

Applied Economics Letters

Volumn 17, Issue 16, 2010, Pages 1587-1599

  Marzo, Massimiliano ^a   Zagaglia, Paolo ^b  

^a UNIVERSITY OF BOLOGNA   (Italy)

^b STOCKHOLM UNIVERSITY   (Sweden)

Author keywords

[No Author keywords available]

Indexed keywords

CRUDE OIL; ECONOMETRICS; FORECASTING METHOD; LINEARITY; NUMERICAL MODEL; PERFORMANCE ASSESSMENT; RANKING; VECTOR AUTOREGRESSION;

EID: 78049404158     PISSN: 13504851     EISSN: 14664291     Source Type: Journal    
DOI: 10.1080/13504850903084996     Document Type: Article

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