Forecasting realized volatility of agricultural commodity futures with infinite Hidden Markov HAR models
| Autor: | Luo, Jiawen, Klein, Tony, Ji, Qiang, Hou, Chenghan |
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| Zdroj: | In International Journal of Forecasting January-March 2022 38(1):51-73 |
| Databáze: | ScienceDirect |
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