Realized Volatility Forecasting of Agricultural Commodity...

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Realized Volatility Forecasting of Agricultural Commodity Futures Using Long Memory and Regime Switching

Tian, Fengping, Yang, Ke, Chen, Langnan
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Year:
2016
Language:
english
Journal:
Journal of Forecasting
DOI:
10.1002/for.2443
File:
PDF, 328 KB
english, 2016
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