Research on the Volatility of Oil Futures and European Stock Markets
Dexiang Mei, Wang Chen
(2020)
Research on the Volatility of Oil Futures and European Stock Markets: pp.
71-111.
Chapter 3. Forecasting the Volatility of Crude Oil Futures Using High-Frequency Data: Further Evidence
The following sections are included:
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1. Introduction
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2. Volatility Measures and Models
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3. Data
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4. Forecasting Methodology and the MCS Test
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5. Empirical Results
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6. Conclusions