Forecasting energy futures volatility with threshold augmented heterogeneous autoregressive jump models (Q5860976): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
ReferenceBot (talk | contribs) Changed an Item |
||
| Property / cites work | |||
| Property / cites work: Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Forecasting the volatility of crude oil futures using intraday data / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q3928091 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Testing and Modeling Threshold Autoregressive Processes / rank | |||
Normal rank | |||
Latest revision as of 04:46, 28 July 2024
scientific article; zbMATH DE number 7484506
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Forecasting energy futures volatility with threshold augmented heterogeneous autoregressive jump models |
scientific article; zbMATH DE number 7484506 |
Statements
Forecasting energy futures volatility with threshold augmented heterogeneous autoregressive jump models (English)
0 references
4 March 2022
0 references
forecasting
0 references
jump
0 references
realized volatility
0 references
threshold augmented HAR model
0 references
wavelet
0 references
