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  • Search: subject:"continuity and jumps in variance"
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ARCH model 1 ARCH-Modell 1 Analysis of variance 1 China 1 China's crude oil futures 1 Commodity derivative 1 Erdöl 1 Forecast 1 Forecasting model 1 Petroleum 1 Prognose 1 Prognoseverfahren 1 Rohstoffderivat 1 Time series analysis 1 Varianzanalyse 1 Volatility 1 Volatilität 1 Zeitreihenanalyse 1 continuity and jumps in variance 1 high-frequency data 1 realized variance 1 volatility modeling and forecasting 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Chen, Yang 1 Hong, Yi 1 Xu, Xiaofan 1
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Journal of forecasting 1
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High frequency volatility of oil futures in China : components, modeling, and prediction
Hong, Yi; Xu, Xiaofan; Chen, Yang - In: Journal of forecasting 43 (2024) 8, pp. 3104-3127
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