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	Forecasting the volatility of crude oil futures using HAR-type models with structural breaks
	Wen, Fenghua; Gong, Xu; Cai, Shenghua*
刊名	Energy Economics
	2016
卷号	59页码:400-413
关键词	C53 G17 Q41 Q47 Volatility forecasting Realized volatility HAR-RV model Structural breaks PROMETHEE II method
ISSN号	0140-9883
DOI	10.1016/j.eneco.2016.07.014
URL标识	查看原文
WOS记录号	WOS:000386402800034;EI:20163902838368
内容类型	期刊论文
URI标识	http://www.corc.org.cn/handle/1471x/3315188
专题	中南大学
作者单位	1.[Wen, Fenghua 2.Gong, Xu] Cent S Univ, Sch Business, Changsha 410083, Hunan, Peoples R China.
推荐引用方式 GB/T 7714	Wen, Fenghua,Gong, Xu,Cai, Shenghua*. Forecasting the volatility of crude oil futures using HAR-type models with structural breaks[J]. Energy Economics,2016,59:400-413.
APA	Wen, Fenghua,Gong, Xu,&Cai, Shenghua*.(2016).Forecasting the volatility of crude oil futures using HAR-type models with structural breaks.Energy Economics,59,400-413.
MLA	Wen, Fenghua,et al."Forecasting the volatility of crude oil futures using HAR-type models with structural breaks".Energy Economics 59(2016):400-413.

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