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Density forecasts and the leverage effect : evidence from observation and parameter-driven volatility models
Catania, Leopoldo
;
Nonejad, Nima
- In:
The European journal of finance
26
(
2020
)
2/3
,
pp. 100-118
Persistent link: https://www.econbiz.de/10012207189
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Price and volatility transmissions between natural gas, fertilizer, and corn markets
Etienne, Xiaoli Liao
;
Trujillo-Barrera, Andrés
; …
- In:
Agricultural finance review
76
(
2016
)
1
,
pp. 151-171
Persistent link: https://www.econbiz.de/10011696348
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