China's crude oil futures : introduction and some stylized facts
Year of publication: |
2019
|
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Authors: | Ji, Qiang ; Zhang, Dayong |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 28.2019, p. 376-380
|
Subject: | China’s crude oil futures | High-frequency data | Intraday seasonality | Realized volatility | China | Volatilität | Volatility | Rohstoffderivat | Commodity derivative | Erdöl | Petroleum | Ölpreis | Oil price | Zeitreihenanalyse | Time series analysis | Welt | World | ARCH-Modell | ARCH model |
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