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Forecasting oil price realized volatility: A new approach

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Table 1: Optimal Sampling frequencies for the realized volatility construction.
Table 2: Descriptive statistics of the series under investigation. The sample runs from 1st August 2003 to 5th August 2015
Table 3: MAE and MSE results
Table 4: Comparison between MAE (MSE) and MeAE (MeSE)
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