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The journal of futures markets
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53rd Congress of the European Regional Science Association: "Regional Integration: Europe, the Mediterranean and the World Economy", 27-31 August 2013, Palermo, Italy
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Do jumps matter for volatility forecasting? : evidence from energy markets
Prokopczuk, Marcel
;
Symeonidis, Lazaros
;
Wese Simen, Chardin
- In:
The journal of futures markets
36
(
2016
)
8
,
pp. 758-792
Persistent link: https://www.econbiz.de/10011568562
Saved in:
2
An international comparison of implied, realized, and GARCH volatility forecasts
Kourtis, Apostolos
;
Markellos, Raphaēl N.
;
Symeonidis, …
- In:
The journal of futures markets
36
(
2016
)
12
,
pp. 1164-1193
Persistent link: https://www.econbiz.de/10011665609
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