Predicting the volatility of crude oil futures : The roles of leverage effects and structural changes
| Year of publication: |
2020
|
|---|---|
| Authors: | Gong, Xu ; Lin, Boqiang |
| Published in: |
International Journal of Finance & Economics. - Wiley, ISSN 1099-1158, ZDB-ID 1493204-0. - Vol. 27.2020, 1 (28.08.), p. 610-640
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1002/ijfe.2171 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012407019