Work

Copula stochastic volatility in oil returns: Approximate Bayesian computation with volatility prediction

Year: 2020

Type: article

Source: Energy Economics

DOI: 10.1016/j.eneco.2020.104961

Authors: Audronė Virbickaitė, M. Concepción Ausín, Pedro Galeano

Institutions: CUNEF Universidad, Universidad Carlos III de Madrid

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

Funders: Ministerio de Ciencia, Innovación y Universidades, Ministerio de Ciencia e Innovación, Agencia Estatal de Investigación

Awards: G1513023414, G5180498057

OpenAlex ID: W3089599482

FWCI: 0.477

Cites: 60

Cited by: 12

Related to: 10