Realized volatility prediction based on complex network and jump diffusion processes: Evidence from Chinese crude oil future market

Figshare 2026 Dataset Open access

Read full text
Authors: Shixiu Liu
DOI: 10.6084/m9.figshare.31522573
Cited by: 0

Abstract

Realized volatility prediction based on complex network and jump diffusion processes: Evidence from Chinese crude oil future market

Fields of Study & Subjects

Financial Risk and Volatility Modeling Complex Systems and Time Series Analysis Market Dynamics and Volatility

Publication details

Journal / source
Figshare
Publication date
5 March 2026
Language
EN
Document type
Dataset