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subject:"Forecasting model"
subject:"Stock market"
~isPartOf:"International journal of forecasting"
~person:"Klein, Tony"
~subject:"United States"
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Forecasting model
Stock market
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Estimation
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Volatility
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Agricultural commodities
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Commodity derivative
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HAR models
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Infinite Hidden Markov switching process
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Klein, Tony
Koopman, Siem Jan
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International journal of forecasting
Working papers on finance
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Journal of international financial markets, institutions & money
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Journal of risk and financial management : JRFM
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Modern finance and risk management : Festschrift in honour of Hermann Locarek-Junge
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The journal of corporate finance : contracting, governance and organization
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Forecasting realized volatility of agricultural commodity futures with infinite Hidden Markov HAR models
Luo, Jiawen
;
Klein, Tony
;
Ji, Qiang
;
Hou, Chenghan
- In:
International journal of forecasting
38
(
2022
)
1
,
pp. 51-73
Persistent link: https://www.econbiz.de/10013347412
Saved in:
2
Forecasting realized volatility of agricultural commodities
Degiannakis, Stavros
;
Filis, George
;
Klein, Tony
; …
- In:
International journal of forecasting
38
(
2022
)
1
,
pp. 74-96
Persistent link: https://www.econbiz.de/10013347759
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