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~person:"Guérin, Pierre"
~person:"Klein, Tony"
~subject:"Infinite Hidden Markov switching process"
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Infinite Hidden Markov switching process
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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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