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 |
|---|---|---|---|
| default for all languages | No label defined |
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| 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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0.8498983979225159
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0.8213591575622559
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0.7986313700675964
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0.7946979999542236
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0.7808361649513245
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