Lund, S221 00
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Expectation hypothesis, Futures, Implicit volatility, VIX
Oil prices, stochastic volatility, jump diffusion, Markov chain Monte Carlo
Value-at-Risk, Non-Parametric, Implicit Volatility, VIX
Spillover, jump, stochastic volatility, wavelet, Markov Chain Monte Carlo.
spillover, jump in returns, stochastic volatility, Markov Chain Monte Carlo
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