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Elsevier, Energy Economics, (53), p. 175-181, 2016

DOI: 10.1016/j.eneco.2014.10.007

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Jumps and stochastic volatility in crude oil futures prices using conditional moments of integrated volatility

Journal article published in 2016 by Christopher F. Baum ORCID, Paola Zerilli
This paper is available in a repository.
This paper is available in a repository.

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