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Do Jumps Matter for Volatility Forecasting? Evidence from Energy Markets

Prokopczuk, Marcel and Symeonidis, Lazaros and Wese Simen, Chardin (2016) Do Jumps Matter for Volatility Forecasting? Evidence from Energy Markets. Journal of Futures Markets, 36 (8). pp. 758-792. DOI https://doi.org/10.1002/fut.21759



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