Forecasting realized volatility of crude oil futures with equity market uncertainty
2019
ABSTRACTThis paper examines whether the equity market uncertainty (EMU) index contains incremental information for forecasting the realized volatility of crude oil futures. We use 5-min high-freque...
Keywords:
- Correction
- Source
- Cite
- Save
- Machine Reading By IdeaReader
56
References
53
Citations
NaN
KQI