Jumps and oil futures volatility forecasting: a new insight (Q5014220)
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scientific article; zbMATH DE number 7436804
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Jumps and oil futures volatility forecasting: a new insight |
scientific article; zbMATH DE number 7436804 |
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Jumps and oil futures volatility forecasting: a new insight (English)
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1 December 2021
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jumps
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oil futures
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realized volatility
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MS-MIDAS
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