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  • Search: subject:"Positive and negative jumps"
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Aktienindex 1 Aktienmarkt 1 Asymmetric effects 1 China 1 Chinese stock market 1 Crude oil volatility index (OVX) 1 Erdöl 1 MoP strategy 1 Oil price 1 Petroleum 1 Positive and negative jumps 1 Stock index 1 Stock market 1 Volatility 1 Volatilität 1 Ölpreis 1
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Article 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Jiang, Gongyue 1 Ma, Xuekun 1 Qiao, Gaoxiu 1 Wang, Lu 1
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International review of economics & finance : IREF 1
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ECONIS (ZBW) 1
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Crude oil volatility index forecasting : new evidence based on positive and negative jumps from Chinese stock market
Qiao, Gaoxiu; Ma, Xuekun; Jiang, Gongyue; Wang, Lu - In: International review of economics & finance : IREF 92 (2024), pp. 415-437
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