Forecasting the term structure of volatility of crude oil price changes

View/ Open
Lu_Economics_Letters.pdf (201.0Kb)
Download
Publication date
2016-04Rights
© 2016 Elsevier B.V. All rights reserved. Reproduced in accordance with the publisher's self-archiving policy. This manuscript version is made available under the CC-BY-NC-ND 4.0 license.Peer-Reviewed
Yes