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~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of forecasting"
~person:"Chen, Langnan"
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Realized volatility forecast of agricultural futures using the HAR models with bagging and combination approaches
Yang, Ke
;
Tian, Fengping
;
Chen, Langnan
;
Li, Steven
- In:
International review of economics & finance : IREF
49
(
2017
),
pp. 276-291
Persistent link: https://www.econbiz.de/10011748442
Saved in:
2
Realized volatility forecasting of agricultural commodity futures using long memory and regime switching
Tian, Fengping
;
Yang, Ke
;
Chen, Langnan
- In:
Journal of forecasting
36
(
2017
)
4
,
pp. 421-430
Persistent link: https://www.econbiz.de/10011860462
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