The Role of Higher-Order Moments in Predicting China's Oil Futures Volatility : Evidence from Machine Learning Models
Year of publication: |
2022
|
---|---|
Authors: | Zhang, Hongwei ; Zhao, Xinyi ; Gao, Wang ; Niu, Zibo |
Publisher: |
[S.l.] : SSRN |
Subject: | China | Volatilität | Volatility | Prognoseverfahren | Forecasting model | ARCH-Modell | ARCH model | Rohstoffderivat | Commodity derivative |
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