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Description Comparing the in‐sample fitting capacities of the LHAR‐RV‐SB, LHAR‐RV, LHAR‐CJ, LHAR‐S‐RV‐J, and LHAR‐RV‐SJd models for forecasting the volatility of copper futures [Color figure can be viewed at...
Article Title: Structural breaks and volatility forecasting in the copper futures market
Publication Title: Journal of Futures Markets -
Description Comparing the in‐sample fitting capacities of between HAR‐S‐RV‐J‐SB and HAR‐S‐RV‐J models for forecasting the volatility of copper futures (sub‐sample 1) [Color figure can be viewed at...
Article Title: Structural breaks and volatility forecasting in the copper futures market
Publication Title: Journal of Futures Markets -
Description Comparing the in‐sample fitting capacities of between HAR‐RV‐SJd‐SB and HAR‐RV‐SJd models for forecasting the volatility of copper futures (sub‐sample 1) [Color figure can be viewed at...
Article Title: Structural breaks and volatility forecasting in the copper futures market
Publication Title: Journal of Futures Markets -
Description Daily price dynamics of copper futures [Color figure can be viewed at wileyonlinelibrary.com]
Article Title: Structural breaks and volatility forecasting in the copper futures market
Publication Title: Journal of Futures Markets -
Description Comparing the in‐sample fitting capacities of the HAR‐RV‐J‐SB, HAR‐RSV‐SB, HAR‐RSV‐L‐SB, and HAR‐CSJd‐SB models for forecasting the volatility of copper futures [Color figure can be viewed at...
Article Title: Structural breaks and volatility forecasting in the copper futures market
Publication Title: Journal of Futures Markets -
Description Comparing the in‐sample fitting capacities of the HAR‐RV‐SB, HAR‐RV, HAR‐CJ, HAR‐S‐RV‐J, and HAR‐RV‐SJd models for forecasting the volatility of copper futures (sub‐sample 2) [Color figure can be...
Article Title: Structural breaks and volatility forecasting in the copper futures market
Publication Title: Journal of Futures Markets -
Description Comparing the in‐sample fitting capacities of the HAR‐RV‐SB, HAR‐RV‐J, HAR‐RSV, HAR‐RSV‐L, and HAR‐CSJd models for forecasting the volatility of copper futures [Color figure can be viewed at...
Article Title: Structural breaks and volatility forecasting in the copper futures market
Publication Title: Journal of Futures Markets -
Description Descriptive statistics of volatility components
Article Title: Structural breaks and volatility forecasting in the copper futures market
Publication Title: Journal of Futures Markets -
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]
Article Title: Structural breaks and volatility forecasting in the copper futures market
Publication Title: Journal of Futures Markets -
Description DM test results for comparing the out‐of‐sample performances of four HAR‐type models with structural breaks
Article Title: Structural breaks and volatility forecasting in the copper futures market
Publication Title: Journal of Futures Markets -
Description The HAR‐RV‐SB model estimates
Article Title: Structural breaks and volatility forecasting in the copper futures market
Publication Title: Journal of Futures Markets -
Description Comparing the in‐sample fitting capacities of between HAR‐CJ‐SB and HAR‐CJ models for forecasting the volatility of copper futures [Color figure can be viewed at wileyonlinelibrary.com]
Article Title: Structural breaks and volatility forecasting in the copper futures market
Publication Title: Journal of Futures Markets -
Description Comparing the in‐sample fitting capacities of between HAR‐RSV‐L‐SB and HAR‐RV‐L models for forecasting the volatility of copper futures [Color figure can be viewed at wileyonlinelibrary.com]
Article Title: Structural breaks and volatility forecasting in the copper futures market
Publication Title: Journal of Futures Markets -
Description Comparing the in‐sample fitting capacities of between HAR‐S‐RV‐J‐SB and HAR‐S‐RV‐J models for forecasting the volatility of copper futures [Color figure can be viewed at wileyonlinelibrary.com]
Article Title: Structural breaks and volatility forecasting in the copper futures market
Publication Title: Journal of Futures Markets -
Description Comparing the in‐sample fitting capacities of the LHAR‐RV‐SB, LHAR‐CJ‐SB, LHAR‐S‐RV‐J‐SB, and LHAR‐RV‐SJd‐SB models for forecasting the volatility of copper futures [Color figure can be viewed at...
Article Title: Structural breaks and volatility forecasting in the copper futures market
Publication Title: Journal of Futures Markets -
Description Comparing the in‐sample fitting capacities of between HAR‐CSJd‐SB and HAR‐CSJd models for forecasting the volatility of copper futures [Color figure can be viewed at wileyonlinelibrary.com]
Article Title: Structural breaks and volatility forecasting in the copper futures market
Publication Title: Journal of Futures Markets -
Description Comparing the in‐sample fitting capacities of the HAR‐RV‐SB, HAR‐RV, HAR‐CJ, HAR‐S‐RV‐J, and HAR‐RV‐SJd models for forecasting the volatility of copper futures [Color figure can be viewed at...
Article Title: Structural breaks and volatility forecasting in the copper futures market
Publication Title: Journal of Futures Markets -
Description MCS test results for comparing the out‐of‐sample performances of four HAR‐type models with structural breaks
Article Title: Structural breaks and volatility forecasting in the copper futures market
Publication Title: Journal of Futures Markets -
Description Comparing the in‐sample fitting capacities of between LHAR‐RV‐SB and LHAR‐RV models for forecasting the volatility of copper futures [Color figure can be viewed at wileyonlinelibrary.com]
Article Title: Structural breaks and volatility forecasting in the copper futures market
Publication Title: Journal of Futures Markets -
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 2) [Color figure can be viewed at wileyonlinelibrary.com]
Article Title: Structural breaks and volatility forecasting in the copper futures market
Publication Title: Journal of Futures Markets -
Description Comparing the in‐sample fitting capacities of the HAR‐RV‐SB, HAR‐CJ‐SB, HAR‐S‐RV‐J‐SB, and HAR‐RV‐SJd‐SB models for forecasting the volatility of the copper futures [Color figure can be viewed at...
Article Title: Structural breaks and volatility forecasting in the copper futures market
Publication Title: Journal of Futures Markets -
Description The HAR‐RV‐SJd‐SB model estimates
Article Title: Structural breaks and volatility forecasting in the copper futures market
Publication Title: Journal of Futures Markets -
Description MCS test results for comparing the out‐of‐sample performances of HAR‐type models with structural breaks and the corresponding HAR‐type models without structural breaks
Article Title: Structural breaks and volatility forecasting in the copper futures market
Publication Title: Journal of Futures Markets -
Description Comparing the in‐sample fitting capacities of between HAR‐RV‐SB and HAR‐RV models for forecasting the volatility of copper futures [Color figure can be viewed at wileyonlinelibrary.com]
Article Title: Structural breaks and volatility forecasting in the copper futures market
Publication Title: Journal of Futures Markets