Forecasting China's Crude Oil Futures Volatility : The Role of the Jump, Jumps Intensity, and Leverage Effect
Year of publication: |
2021
|
---|---|
Authors: | Wang, Jiqian ; Ma, Feng ; Wahab, M.I.M. ; Huang, Dengshi |
Published in: |
Journal of Forecasting. - Wiley, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 40.2021, 5 (14.01.), p. 921-941
|
Publisher: |
Wiley |
Saved in:
Online Resource
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