Modeling and forecasting petroleum futures volatility
β Scribed by Perry Sadorsky
- Book ID
- 108120876
- Publisher
- Elsevier Science
- Year
- 2006
- Tongue
- English
- Weight
- 199 KB
- Volume
- 28
- Category
- Article
- ISSN
- 0140-9883
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π SIMILAR VOLUMES
We provide a framework for integration of high-frequency intraday data into the measurement, modeling, and forecasting of daily and lower frequency return volatilities and return distributions. Building on the theory of continuous-time arbitrage-free price processes and the theory of quadratic varia
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