SSRN Electronic Journal · 2007 · 15 citations · 32 references
BusinessFinanceEconometricsEnergy EconomicsTime Series AnalysisEnergy Commodity MarketsFutures MarketsLong-memory ProcessesNatural Gas Market EconomicsVolatility AnalysisVolatility ModelingCrude Oil MarketsEnergy Futures MarketsFutures Market VolatilityNatural Gas Price VolatilityOil Futures MarketsRealized VarianceRealized VolatilityVolatility
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