Forecasting the term structure of volatility of crude oil price changes
Yes === This is a pioneering effort to test the comparative performance of two competing models for out-of-sample forecasting the term structure of volatility of crude oil price changes employing both symmetric and asymmetric evaluation criteria. Under symmetric error statistics, our empirical model...
| Main Authors: | , |
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| Language: | en |
| Published: |
2019
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| Subjects: | |
| Online Access: | http://hdl.handle.net/10454/16911 |