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A study of Shanghai fuel oil futures price volatility based on high frequency data: Long-range dependence, modeling and forecasting
Liu, Li
;
Wan, Jieqiu
- In:
Economic Modelling
29
(
2012
)
6
,
pp. 2245-2253
forecasting
fuel
oil
price
volatility, regardless the proxy of actual volatility. Finally, we investigate the major source of such …
Persistent link: https://www.econbiz.de/10010588207
Saved in:
2
A study of Shanghai fuel oil futures price volatility based on high frequency data : long-range dependence, modeling and forecasting
Liu, Li
;
Wan, Jieqiu
- In:
Economic modelling
29
(
2012
)
6
,
pp. 2245-2253
Persistent link: https://www.econbiz.de/10009673777
Saved in:
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