Jumps and oil futures volatility forecasting : a new insight
Feng Ma, Chao Liang, Qing Zeng and Haibo Li
| Year of publication: |
2021
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|---|---|
| Authors: | Ma, Feng ; Liang, Chao ; Zeng, Qing ; Li, Haibo |
| Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 21.2021, 5, p. 853-863
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| Subject: | Jumps | MS-MIDAS | Oil futures | Realized volatility | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Rohstoffderivat | Commodity derivative | Erdöl | Petroleum | Ölpreis | Oil price | Welt | World | Prognose | Forecast | Ölmarkt | Oil market | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2020.1805505 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012500197