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A practical guide to harnessing the HAR volatility model
Clements, Adam; Preve, Daniel P. A. - In: Journal of banking & finance 133 (2021), pp. 1-16
Persistent link: https://www.econbiz.de/10013256626
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The performance of hybrid ARIMA-GARCH modeling and forecasting oil price
Dritsaki, Chaido - In: International Journal of Energy Economics and Policy : IJEEP 8 (2018) 3, pp. 14-21
Persistent link: https://www.econbiz.de/10011881162
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A practical guide to harnessing the HAR volatility model
Clements, Adam; Preve, Daniel P. A. - 2019
Persistent link: https://www.econbiz.de/10012431202