Examining the volatility of soybean market in the MIDAS framework : the importance of bagging-based weather information
Lu Wang, Rui Wu, WeiChun Ma, Weiju Xu
| Year of publication: |
2023
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|---|---|
| Authors: | Wang, Lu ; Wu, Rui ; Ma, Weichun ; Xu, Weiju |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 89.2023, p. 1-17
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| Subject: | Bagging | Bootstrap | GARCH-MIDAS | Soybean market | Volatility forecasting | Volatilität | Volatility | Sojabohne | Soybean | Prognoseverfahren | Forecasting model | Bootstrap-Verfahren | Bootstrap approach | ARCH-Modell | ARCH model | Wetter | Weather |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2023.102720 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014465545