Volatility forecasting of crude oil market: A new hybrid method

DOI10.1002/for.2502zbMath1414.62507OpenAlexW2780486892MaRDI QIDQ5379279

Yue-Jun Zhang, Jin-Liang Zhang

Publication date: 28 May 2019

Published in: Journal of Forecasting (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/for.2502

zbMATH Keywords

HMMEGARCHLSSVMhybrid forecasting method

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Microeconomic theory (price theory and economic markets) (91B24) Auctions, bargaining, bidding and selling, and other market models (91B26)

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