Notes on "Forecasting volatility of the U.S. oil market" (by Haugom, Erik ; Langeland, Henrik ; Molnár, Peter ; Westgaard, Sjur)

Forecasting volatility of the U.S. oil market

Haugom, Erik ; Langeland, Henrik ; Molnár, Peter ; Westgaard, Sjur

Journal of banking and finance, Oct 2014, Vol.47, pp.1-14 [Peer Reviewed Journal]

using the generalized autoregressive conditional heteroscedasticity approach

(not finished)