Performance of the HAR model in predicting crude oil futures volatility with and without ICS in full-sample settings.
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https://figshare.com/articles/dataset/Performance_of_the_HAR_model_in_predicting_crude_oil_futures_volatility_with_and_without_ICS_in_full-sample_settings_/28403552
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资源简介：
Performance of the HAR model in predicting crude oil futures volatility with and without ICS in full-sample settings.
全样本设定下，异质自回归（HAR）模型在纳入与未纳入ICS的条件下预测原油期货波动率的性能表现。
创建时间：
2025-02-12
