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subject:"Schock"
subject:"Volatilität"
~isPartOf:"International journal of forecasting"
~person:"Cecen, A. A."
~person:"Klein, Tony"
~subject:"Volatility"
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Schock
Volatilität
Volatility
Estimation
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Agricultural commodities
1
Agriculture commodity futures
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Chaos theory
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Exchange rate theory
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Cecen, A. A.
Klein, Tony
Gerlach, Richard
2
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Asai, Manabu
1
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1
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1
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1
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1
Eraslan, Sercan
1
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1
Filis, George
1
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International journal of forecasting
Energy economics
1
Finance research letters
1
Journal of international financial markets, institutions & money
1
Journal of risk and financial management : JRFM
1
Working papers on finance
1
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ECONIS (ZBW)
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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
Saved in:
3
Distinguishing between stochastic and deterministic behavior in high frequency foreign exchange rate returns : can non-linear dynamics help forecasting
Cecen, A. A.
- In:
International journal of forecasting
12
(
1996
)
4
,
pp. 465-473
Persistent link: https://www.econbiz.de/10001214771
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