Modelling the Realized Volatility of Crude Oil Futures Market : A Regime Switching-Har with Measurement Errors Approach
Year of publication: |
2023
|
---|---|
Authors: | li, Li ; Cao, Peiwen ; Zhang, Xinxin |
Publisher: |
[S.l.] : SSRN |
Subject: | Volatilität | Volatility | Rohstoffderivat | Commodity derivative | Ölpreis | Oil price | Statistischer Fehler | Statistical error | Schätzung | Estimation | ARCH-Modell | ARCH model | Erdöl | Petroleum |
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