Forecasting the volatility of crude oil futures using intraday data

Benoît Sévi

No 2014-53, Working Papers from Department of Research, Ipag Business School

Pages: pages
Date: 2014-01-01
New Economics Papers: this item is included in nep-ene, nep-for and nep-mst
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Citations: View citations in EconPapers (138)

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Journal Article: Forecasting the volatility of crude oil futures using intraday data (2014)
Working Paper: Forecasting the volatility of crude oil futures using intraday data (2014)
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