Forecasting the oil futures price volatility: Large jumps and small jumps

By Jing Liu, Feng Ma, Ke Yang, Yaojie Zhang. 2018

75 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/3761fd639e98f53538fe297a725f6f2675588847