Basira, Kisswell; Dhliwayo, Lawrence; Chinhamu, Knowledge; … - In: Risks : open access journal 12 (2024) 5, pp. 1-20
used to accurately estimate and forecast commodity price returns by combining long memory models with heavy …) models with heavy-tailed innovations, namely, the Student-t distribution (StD), skewed-Student-t distribution (SStD), and the …