Forecasting the oil futures price volatility: Large jumps...

Forecasting the oil futures price volatility: Large jumps and small jumps

Liu, Jing, Ma, Feng, Yang, Ke, Zhang, Yaojie
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Volume:
72
Language:
english
Journal:
Energy Economics
DOI:
10.1016/j.eneco.2018.04.023
Date:
May, 2018
File:
PDF, 407 KB
english, 2018
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