Coupling High-Frequency Data with Nonlinear Models in Multiple-Step-Ahead Forecasting of Energy Markets' Volatility
Year of publication: |
2015
|
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Authors: | Baruník, Jozef |
Other Persons: | Krehlik, Tomas (contributor) |
Publisher: |
[2015]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Energiemarkt | Energy market | Prognoseverfahren | Forecasting model | Theorie | Theory | Nichtlineare Regression | Nonlinear regression | Zeitreihenanalyse | Time series analysis | Energieprognose | Energy forecast |
Extent: | 1 Online-Ressource (34 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 25, 2014 erstellt |
Other identifiers: | 10.2139/ssrn.2429487 [DOI] |
Classification: | C14 - Semiparametric and Nonparametric Methods ; C53 - Forecasting and Other Model Applications ; G17 - Financial Forecasting |
Source: | ECONIS - Online Catalogue of the ZBW |
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