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Jumps and oil futures volatility forecasting: a new insight - MaRDI portal

Jumps and oil futures volatility forecasting: a new insight (Q5014220)

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scientific article; zbMATH DE number 7436804
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English
Jumps and oil futures volatility forecasting: a new insight
scientific article; zbMATH DE number 7436804

    Statements

    title
    Jumps and oil futures volatility forecasting: a new insight (English)
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    author
    Feng Ma
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    Chao Liang
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    Qing Zeng
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    Hai-Bo Li
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    publication date
    1 December 2021
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    zbMATH Keywords
    jumps
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    oil futures
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    realized volatility
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    MS-MIDAS
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    Identifiers

    Mathematics Subject Classification ID
    91G20
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    60J74
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    62P05
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    zbMATH DE Number
    7436804
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    OpenAlex ID
    W3084432689
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