Forecasting realized volatility of agricultural commodities
Stavros Degiannakis, George Filis, Tony Klein, Thomas Walther
| Year of publication: |
2022
|
|---|---|
| Authors: | Degiannakis, Stavros ; Filis, George ; Klein, Tony ; Walther, Thomas |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 38.2022, 1, p. 74-96
|
| Subject: | Agricultural commodities | Forecast | Heterogeneous autoregressive model | Median realized volatility | Realized volatility | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Prognose | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ijforecast.2019.08.011 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013347759