Modeling jump and continuous components in the volatility of oil futures

Tseng-Chan Tseng; Huimin Chung; Chin-Sheng Huang

Year of publication:	2009
Authors:	Tseng, Tseng-chan ; Chung, Huimin ; Huang, Chin-sheng
Published in:	Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 13.2009, 3, p. 1-28
Subject:	Volatilität \| Volatility \| Rohstoffderivat \| Commodity derivative \| ARCH-Modell \| ARCH model

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