Performance of the HAR model in predicting crude oil futures volatility with and without ICS in full-sample settings.
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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



