Forecasting The Conditional Volatility Of Oil Spot And Futures Prices With Structural Breaks And Long Memory Models.pdf

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Title Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models
File Name 1329.pdf - 381.63 KB
Pages 34 pages
Owner archives-ouvertes.fr
Author Mohamed El Hedi Arouri, Duc Khuong Nguyen, Amine Lahiani
Creation date 4 years ago
Nb of downloads 44

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