2012•Physica A Statistical Mechanics and its ApplicationsRequires access

Forecasting volatility of fuel oil futures in China: GARCH-type, SV or realized volatility models?

Yu Wei

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Key concepts: Volatility (finance), Forward volatility, Econometrics, Futures contract, Volatility risk premium, Volatility smile, Volatility swap, Stochastic volatility

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Forecasting volatility of fuel oil futures in China: GARCH-type, SV or realized volatility models? — Research Paper | ScholarLens