Modeling jump and continuous components in the volatility of oil futures (Q3574751)
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scientific article; zbMATH DE number 5729899
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| English | Modeling jump and continuous components in the volatility of oil futures |
scientific article; zbMATH DE number 5729899 |
Statements
Modeling Jump and Continuous Components in the Volatility of Oil Futures (English)
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2 July 2010
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0.8581105470657349
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0.829049289226532
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0.8213591575622559
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0.7713528275489807
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