Forecasting Realized Volatility of Chinese Crude Oil Futures with a New Secondary Decomposition Ensemble Learning Approach
Year of publication: |
[2023]
|
---|---|
Authors: | Jiang, Wei ; Tang, Wanqing ; Liu, Xiao |
Publisher: |
[S.l.] : SSRN |
Subject: | Volatilität | Volatility | China | Rohstoffderivat | Commodity derivative | Prognose | Forecast | Prognoseverfahren | Forecasting model | Ölpreis | Oil price | Erdöl | Petroleum |
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