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Jumps and stochastic volatility in crude oil futures prices using conditional moments of integrated volatility

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JournalEnergy economics
DateE-pub ahead of print - 29 Oct 2014
DatePublished (current) - Jan 2016
Volume53
Number of pages7
Pages (from-to)175-181
Early online date29/10/14
Original languageEnglish

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© Elsevier 2014. This is an author produced version of a paper accepted for publication in Energy Economics. Uploaded in accordance with the publisher's self-archiving policy.

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