Forecasting oil futures realized range‐based volatility with jumps, leverage effect, and regime switching : New evidence from MIDAS models
| Year of publication: |
2021
|
|---|---|
| Authors: | Lu, Xinjie ; Ma, Feng ; Wang, Jiqian ; Liu, Jing |
| Published in: |
Journal of Forecasting. - Wiley, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 41.2021, 4 (23.12.), p. 853-868
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1002/for.2837 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012808298