Predicting the volatility of major energy commodity prices: The dynamic persistence model

被引:0
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作者
Baruník, Jozef [1 ,2 ]
Vácha, Lukáš [2 ]
机构
[1] Institute of Economic Studies, Charles University, Czech Republic
[2] The Czech Academy of Sciences, Institute of Information Theory and Automation, Czech Republic
关键词
All Open Access; Green;
D O I
10.1016/j.eneco.2024.107982
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摘要
32
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