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subject:"Schock"
subject:"Volatilität"
~isPartOf:"International journal of forecasting"
~person:"Cecen, A. A."
~person:"Klein, Tony"
~subject:"Prognoseverfahren"
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Schock
Volatilität
Prognoseverfahren
Estimation
3
Forecasting model
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Volatility
3
Agricultural commodities
1
Agriculture commodity futures
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Chaos theory
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Commodity derivative
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Exchange rate
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Exchange rate theory
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Forecast
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HAR models
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Heterogeneous autoregressive model
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Infinite Hidden Markov switching process
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Cecen, A. A.
Klein, Tony
Koopman, Siem Jan
5
Athanasopoulos, George
3
Huber, Florian
3
Blasques, Francisco
2
Bräuning, Falk
2
Franses, Philip Hans
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2
Giannone, Domenico
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Giovannelli, Alessandro
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González-Rivera, Gloria
2
Guérin, Pierre
2
Herwartz, Helmut
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Hou, Chenghan
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2
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2
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2
Mumtaz, Haroon
2
Proietti, Tommaso
2
Rapach, David E.
2
Swanson, Norman R.
2
Vahid, Farshid
2
Witt, Stephen F.
2
Zhao, Yongchen
2
Adams, Patrick A.
1
Adrian, Tobias
1
Ahmed, Shamim
1
Algaba, Andres
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Altuğ, Sumru
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An, Zidong
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1
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1
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1
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International journal of forecasting
Working papers on finance
2
Energy economics
1
Finance research letters
1
Journal of international financial markets, institutions & money
1
Journal of risk and financial management : JRFM
1
University of St.Gallen, School of Finance Research Paper
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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
Saved in:
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