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Daily growth at risk : financial or real drivers? : the answer is not always the same
Chuliá, Helena; Garron, Ignacio; Uribe, Jorge - In: International journal of forecasting 40 (2024) 2, pp. 762-776
Persistent link: https://www.econbiz.de/10014547204
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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
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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