Asset Details

  • Description:
  • Comparing the in‐sample fitting capacities of between HAR‐RV‐SB and HAR‐RV models for forecasting the volatility of copper futures (sub‐sample 1) [Color figure can be viewed at wileyonlinelibrary.com]
  • License:
  • Rights Managed
  • Rights Holder:
  • John Wiley & Sons, Inc.
  • License Rights Holder:
  • © 2018 Wiley Periodicals, Inc.
  • Asset Type:
  • Image
  • Asset Subtype:
  • Chart/Graph
  • Image Orientation:
  • Landscape
  • Image Dimensions:
  • 623 x 186
  • Image File Size:
  • 55.8 KB
  • Creator:
  • Xu Gong, Boqiang Lin
  • Credit:
  • Gong, X., Lin, B., Amaya, D., Christoffersen, P., Jacobs, K., Vasquez, A., Andersen, T. G., Bollerslev, T., Diebold, F. X., Labys, P., Andersen, T. G., Bollerslev, T., Diebold, F. X., Andersen, T. G., Bollerslev, T., Huang, X., Andersen, T. G., Bollerslev, T., Andreou, E., Aragó, V., Salvador, E., Arouri, M. E. H., Hammoudeh, S., Lahiani, A., Nguyen, D. K., Asai, M., McAleer, M., Medeiros, M. C., Audrino, F., Hu, Y., Bai, J., Perron, P., Bannouh, K., Martens, M., van Dijk, D., Barndorff‐Nielse, O. E., Shepherd, N., Barndorff‐Nielse, O. E., Shepherd, N., Barndorff‐Nielsen, O. E., Kinnebrock, S., Shephard, N., Barunik, J., Krehlik, T., Vacha, L., Bauwens, L., Otranto, E., Bollen, N. P. B., Whaley, R. E., Bollerslev, T., Patton, A. J., Quaedvlieg, R., Buncic, D., Gisler, K. I. M., Celik, S., Ergin, H., Chen, X., Ghysels, E., Corsi, F., Corsi, F., Pirino, D., Renò, R., Corsi, F., Renò, R., Dai, Z., Li, D., Wen, F., Diebold, F. X., Mariano, R. S., Duong, D., Swanson, N. R., Exterkate, P., Groenen, P. J., Heij, C., van Dijk, D., Fiszeder, P., Perczak, G., Gong, X., He, Z., Li, P., Zhu, N., Gong, X., Wen, F., Xia, X. H., Huang, J., Pan, B., Hansen, P. R., Hansen, P. R., Lunde, A., Nason, J. M., Haugom, E., Langeland, H., Molnár, P., Westgaard, S., Hong, L., Nohel, T., Todd, S., Huang, C., Gong, X., Chen, X., Wen, F., Huang, X., Tauchen, G., Inclán, C., Tiao, G. C., Jiang, Y., Liu, X., Ye, W., Kambouroudis, D. S., Mcmillan, D. G., Tsakou, K., Khalifa, A. A. A., Miao, H., Ramchander, S., Koopman, S. J., Lucas, A., Scharth, M., Kourtis, A., Markellos, R. N., Symeonidis, L., Laurent, S., Rombouts, J. V. K., Violante, F., Li, G., Li, Y., Liu, L. Y., Patton, A. J., Sheppard, K., Luo, X., Ye, Z., Mensi, W., Hammoudeh, S., Nguyen, D. K., Kang, S. H., Müller, U. A., Dacorogna, M. M., Dave, R. D., Pictet, O. V., Olsen, R. B., Ward, J. R., Opschoor, A., van Dijk, D., Van der Wel, M., Opschoor, A., Taylor, N., Van der Wel, M., van Dijk, D., Patton, A. J., Sheppard, K., Proietti, T., Prokopczuk, M., Symeonidis, L., Wese Simen, C., Psaradellis, I., Sermpinis, G., Sévi, B., Todorova, N., Todorova, N., Worthington, A., Souček, M., Triantafyllopoulos, K., Wang, C. S., Bauwens, L., Hsiao, C., Wang, X., Wu, C., Xu, W., Wang, Y., Ma, F., Wei, Y., Wu, C., Wang, Y., Wu, C., Yang, L., Watkins, C., McAleer, M., Wen, F., Gong, X., & Cai, S. (2018). Structural breaks and volatility forecasting in the copper futures market. Journal of Futures Markets, 38(3), 290-339. https://doi.org/10.1002/fut.21867.
  • Collection:
  • Keywords:
  • Restrictions:
  • Property Release:
  • No
  • Model Release:
  • No
  • Purchasable:
  • Yes
  • Sensitive Materials:
  • No
  • Article Authors:
  • Xu Gong, Boqiang Lin
  • Article Copyright Year:
  • 2018
  • Publication Volume:
  • 38
  • Publication Issue:
  • 3
  • Publication Date:
  • 03/01/2018
  • DOI:
  • https://doi.org/10.1002/fut.21867

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