Forecasting the conditional volatility of oil spot and...

Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models

Mohamed El Hédi Arouri, Amine Lahiani, Aldo Lévy, Duc Khuong Nguyen
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Volume:
34
Year:
2012
Language:
english
Pages:
11
DOI:
10.1016/j.eneco.2011.10.015
File:
PDF, 423 KB
english, 2012
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