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Forecasting the Conditional Volatility of Oil Spot andFutures Prices with Structural Breaksand Long Memory Models

Mohamed Arouri (), Amine Lahiani and D.-K. Nguyen

No 661, LEO Working Papers / DR LEO from Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans

Keywords: oil (search for similar items in EconPapers)
Date: 2010
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Related works:
Journal Article: Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models (2012) Downloads
Working Paper: Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models (2012)
Working Paper: Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models (2010) Downloads
Working Paper: Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models (2010) Downloads
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