Forecasting the volatility of crude oil futures using intraday data (Q2256329)

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Forecasting the volatility of crude oil futures using intraday data
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    Forecasting the volatility of crude oil futures using intraday data (English)
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    19 February 2015
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    volatility forecasting
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    crude oil futures
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    realized variance
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    jumps
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    realized semivariance
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