Oil price volatility forecast with mixture memory GARCH
Tony KleinFaculty of Business and Economics, Technische Universität Dresden, 01062 Dresden, GermanyThomas WaltherFaculty of Business and Economics, Technische Universität Dresden, 01062 Dresden, Germany
2016en
ABI
Abstract
No abstract available.
Identifiers
Citations and references
Cited by 20 references