Pages that link to "Item:Q5014220"

The following pages link to Jumps and oil futures volatility forecasting: a new insight (Q5014220):

Displaying 5 items.

• The contribution of intraday jumps to forecasting the density of returns (Q2181523) (← links)
• Forecasting the volatility of crude oil futures using intraday data (Q2256329) (← links)
• Forecasting volatility returns of oil price using gene expression programming approach. (Q2417034) (← links)
• Research on the forecasting performance of the HAR-type model based on true and false jumps (Q4983969) (← links)
• A separate reduced‐form volatility forecasting model for nonferrous metal market: Evidence from copper and aluminum (Q5379278) (← links)