Examining the predictive information of CBOE OVX on China’s oil futures volatility: Evidence from MS-MIDAS models
Year: 2020
Type: article
Source: Energy
Authors: Xinjie Lu, Feng Ma, Jiqian Wang, Jianqiong Wang
Institution: Southwest Jiaotong University
Language: English
Subfield: Economics and Econometrics
Domain: Social Sciences
Open Access status: green
OpenAlex ID: W3082827628