08 Do Jumps and Co-jumps Improve Volatility Forecasting of Oil and Currency Markets?

개인저자

Fredj Jawadi, Waël Louhichi, Hachmi Ben Ameur, Zied Ftiti

수록페이지

131~155 p.

발행일자

2019.11.01

출판사

International Association for Energy Economics

수록지명

(The) Energy Journal

권호

v.40 Special Issue2

저자

IAEE

간행빈도

계간

발행사항

International Association for Energy Economics, 1980-

형태사항

24 cm

분류기호

한국십진분류법->AY108

언어

영어

주기사항

Lib.has : 1980(V.1, No.1-4), 1981(V.2, No.1-4), 1982(V.3, No.1-4), 1983(V.4, No.1-4), 1984(V.5, No.1-4), 1985(V.6, No.1-4), 1986(V.7, No.1-4), 1987(V.8, No.1-4), 1988(V.9, No.1-4), 1989(V.10, No.1-4, Miss:No.3), 1990(V.11, No.1-4), 1991(V.12, No.1-4), 1992(V.13, No.1-4), 1993(V.14, No.1-4), 1994(V.15, No.1-4), 1995(V.16, No.1-4), 1996(V.17, No.1-4), 1997(V.18, No.1-4), 1998(V.19, No.1-4), 1999(V.20, No.1-4, Special issue), 2000(V.21, No.1-4), 2001(V.22, No.1-4), 2002(V.23, No.1-4), 2003(v.24, No.1-4), 2004(v.25, No.1-4, Miss: No.3), 2005(v.26, No.1-4), 2006(v.27, No.1-4), 2006(Special Issues), 2007(v.28, No.1-4) ,2008(v.29, No.1-4), 2009(v.30, No.1-4), 2010(v.31, No.1-4), 2011(v.32, No. 1-4), 2012(v.33, No. 1-4), 2013(v.34, No. 1-4), 2014(v.35, No. 1-3), 2015(v.36, No. 1-4), 2016(v.37, No.1-4), 2016(Special Issue1,3), 2017(v.38, No.1-4), 2017(Special Issue1)