Modelling Oil Price Volatility
| dc.contributor.author | Santilli, Diego eduardo | |
| dc.contributor.supervisor | Day, Kathleen | |
| dc.date.accessioned | 2013-08-27T19:53:18Z | |
| dc.date.available | 2013-08-27T19:53:18Z | |
| dc.date.created | 2008 | |
| dc.date.issued | 2008 | |
| dc.description.abstract | This report measures the volatility of oil prices using univariate GARCH models. The resulting conditional variances (or conditional standard deviations) constitute a measure of uncertainty within the oil market. Among the several prices that are taken in | |
| dc.identifier.uri | http://hdl.handle.net/10393/25336 | |
| dc.language.iso | en | |
| dc.title | Modelling Oil Price Volatility |
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