Volatility Forecasting of Crude Oil Market: Which Structural Change Based GARCH Models have Better Performance?
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DOI: 10.5547/ej44-1-Zhang
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- Tiwari, Aviral Kumar & Sharma, Gagan Deep & Rao, Amar & Hossain, Mohammad Razib & Dev, Dhairya, 2024. "Unraveling the crystal ball: Machine learning models for crude oil and natural gas volatility forecasting," Energy Economics, Elsevier, vol. 134(C).
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