Forecasting realized volatility of oil futures market: A new insight (Q4687664)
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scientific article; zbMATH DE number 6952656
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Forecasting realized volatility of oil futures market: A new insight |
scientific article; zbMATH DE number 6952656 |
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Forecasting realized volatility of oil futures market: A new insight (English)
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12 October 2018
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realized semi-variances
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signed jump variations
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volatility forecasting
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