✦ LIBER ✦

Modelling petroleum future price volatility: analysing asymmetry and persistency of shocks

✍ Scribed by Fardous Alom; Bert D. Ward; Baiding Hu

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Modeling and forecasting the volatility

✍ Kang, Sang Hoon; Yoon, Seong-Min 📂 Article 📅 2013 🏛 Elsevier Science 🌐 English ⚖ 906 KB

Consumption, the persistence of shocks,

✍ Juan Carlos Rodriguez 📂 Article 📅 2006 🏛 Elsevier Science 🌐 English ⚖ 231 KB

Modelling asymmetry and persistence unde

✍ Dilip Kumar; S. Maheswaran 📂 Article 📅 2012 🏛 Elsevier 🌐 English ⚖ 770 KB

Modelling asymmetry and persistence unde

✍ Dilip Kumar; S. Maheswaran 📂 Article 📅 2012 🏛 Elsevier 🌐 English ⚖ 226 KB

Forecasting the conditional volatility o

✍ Mohamed El Hédi Arouri; Amine Lahiani; Aldo Lévy; Duc Khuong Nguyen 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 423 KB

Structural models: Intra/Inter-day volat

✍ Gannon, Gerard L.; Choi, Daniel F.S. 📂 Article 📅 1998 🏛 Elsevier Science 🌐 English ⚖ 973 KB