An oil futures volatility forecast perspective on the selection of high-frequency jump tests-Reference-Cited by-同舟云学术

An oil futures volatility forecast perspective on the selection of high-frequency jump tests

Published:2022-12 Issue: Volume:116 Page:106358
ISSN:0140-9883
Container-title:Energy Economics
language:en
Short-container-title:Energy Economics

Author:

Li Xiafei,Liao Yin,Lu Xinjie,Ma Feng

Funder

National Natural Science Foundation of China

Publisher

Elsevier BV

Subject

General Energy,Economics and Econometrics

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