Modelling the volatility of crude oil returns: Jumps and volatility forecasts
Author:
Affiliation:
1. School of Accounting and Finance University of Vaasa Vaasa Finland
2. USEK Business School Holy Spirit University of Kaslik Jounieh Lebanon
3. Montpellier Business School Montpellier France
Publisher
Wiley
Subject
Economics and Econometrics,Finance,Accounting
Link
https://onlinelibrary.wiley.com/doi/pdf/10.1002/ijfe.1826
Reference45 articles.
1. Disentangling diffusion from jumps
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