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 NguyenVolume:
34
Year:
2012
Language:
english
Pages:
11
DOI:
10.1016/j.eneco.2011.10.015
File:
PDF, 423 KB
english, 2012