Empirical analysis of crude oil dynamics using affine vs. non-affine jump-diffusion models
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Published:2024-09
Issue:
Volume:78
Page:101519
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ISSN:0927-5398
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Container-title:Journal of Empirical Finance
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language:en
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Short-container-title:Journal of Empirical Finance
Author:
Ignatieva KatjaORCID,
Wong Patrick