Forecasting realized volatility of agricultural commodity...

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International Journal of Forecasting 2019 / 11

Forecasting realized volatility of agricultural commodity futures with infinite Hidden Markov HAR models

Luo, Jiawen, Klein, Tony, Ji, Qiang, Hou, Chenghan
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Journal:
International Journal of Forecasting
DOI:
10.1016/j.ijforecast.2019.08.007
Date:
November, 2019
File:
PDF, 5.84 MB
2019
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