Forecasting realized volatility of Chinese crude oil futures with a new secondary decomposition ensemble learning approach
Realized variance
West Texas Intermediate
Ensemble forecasting
DOI:
10.1016/j.frl.2023.104254
Publication Date:
2023-07-25T00:01:28Z
AUTHORS (3)
ABSTRACT
SUPPLEMENTAL MATERIAL
Coming soon ....
REFERENCES (23)
CITATIONS (14)
EXTERNAL LINKS
PlumX Metrics
RECOMMENDATIONS
FAIR ASSESSMENT
Coming soon ....
JUPYTER LAB
Coming soon ....