Modelling the volatility of crude oil returns : Jumps and volatility forecasts
| Year of publication: |
2020
|
|---|---|
| Authors: | Dutta, Anupam ; Bouri, Elie ; Roubaud, David |
| Published in: |
International Journal of Finance & Economics. - Wiley, ISSN 1099-1158, ZDB-ID 1493204-0. - Vol. 26.2020, 1 (22.07.), p. 889-897
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1002/ijfe.1826 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012273156