Pages that link to "Item:Q2256329"
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The following pages link to Forecasting the volatility of crude oil futures using intraday data (Q2256329):
Displaying 18 items.
- Commodity derivatives pricing with cointegration and stochastic covariances (Q319797) (← links)
- Modeling and forecasting exchange rate volatility in time-frequency domain (Q322677) (← links)
- A parsimonious parametric model for generating margin requirements for futures (Q1991253) (← links)
- New evidence on market response to public announcements in the presence of microstructure noise (Q2076860) (← links)
- Fat tails, serial dependence, and implied volatility index connections (Q2077951) (← links)
- Risk management for crude oil futures: an optimal stopping-timing approach (Q2150832) (← links)
- Financial modelling, risk management of energy instruments and the role of cryptocurrencies (Q2150838) (← links)
- The contribution of intraday jumps to forecasting the density of returns (Q2181523) (← links)
- Forecasting the covolatility of coffee arabica and crude oil prices: a multivariate GARCH approach with high-frequency data (Q2183896) (← links)
- Estimating value-at-risk and expected shortfall using the intraday low and range data (Q2272312) (← links)
- Intraday volume percentages forecasting using a dynamic SVM-based approach (Q2400458) (← links)
- Forecasting volatility returns of oil price using gene expression programming approach. (Q2417034) (← links)
- Volatility forecasting of strategically linked commodity ETFs: gold-silver (Q4554245) (← links)
- Forecasting and trading high frequency volatility on large indices (Q4554453) (← links)
- Jumps and oil futures volatility forecasting: a new insight (Q5014220) (← links)
- Forecasting energy futures volatility with threshold augmented heterogeneous autoregressive jump models (Q5860976) (← links)
- A practical multivariate approach to testing volatility spillover (Q6094458) (← links)
- Intraday seasonality and volatility pattern: an explanation with recurrence quantification analysis (Q6537644) (← links)
