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Forecasting Oil Volatility through Network Models with GARCH-Informed Correlation Weights

Fuente: arXiv

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Detalles Bibliográficos
Autores principales:	Djebari, Fayçal, Mehidi, Kahina, Mazouz, Khelifa, Otto, Philipp
Formato:	Preprint
Publicado:	2025
Materias:	Econometrics
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

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