An S-Shaped Crude Oil Price Return-Implied Volatility Relation: Parametric and Nonparametric Estimations
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More about this item
Keywords
finance; commodity markets; investment decisions; quantile regression; nonparametric method;All these keywords.
JEL classification:
- R00 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - General - - - General
- Z0 - Other Special Topics - - General
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