机译:建模TOCOM能源期货的波动性:政权切换实现波动性方法
City Univ London Fac Finance Cass Business Sch 106 Bunhill Row London EC1Y 8TZ England;
Univ Kent Fac Finance Canterbury CT2 7NZ Kent England;
City Univ London Fac Finance Cass Business Sch 106 Bunhill Row London EC1Y 8TZ England;
Regime-switch; TOCOM; Realised volatility; Petroleum futures;