Do Jumps Matter for Volatility Forecasting? Evidence from Energy Markets

  • Do Jumps Matter for Volatility Forecasting?
  • Marcel Prokopczuk, Lazaros Symeonidis, Chardin Wese Simen
  • Journal of Futures Markets, October 2015, Wiley
  • DOI: 10.1002/fut.21759

Do Jumps Matter for Volatility Forecasting? Evidence from Energy Markets

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http://dx.doi.org/10.1002/fut.21759

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