Natural gas volatility prediction via a novel combination of GARCH-MIDAS and one-class SVM
Lu Wang, Xing Wang, Chao Liang
| Year of publication: |
2024
|
|---|---|
| Authors: | Wang, Lu ; Wang, Xing ; Liang, Chao |
| Subject: | Extreme shocks | GARCH-MIDAS | One-class SVM | Volatility forecasting | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Schock | Shock | ARCH-Modell | ARCH model | Erdgas | Natural gas | Prognose | Forecast |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.qref.2024.101927 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015188637