Work

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

Year: 2016

Type: article

Source: Journal of Forecasting

DOI: 10.1002/for.2443

Authors: Fengping Tian, Ke Yang, Langnan Chen

Institutions: Sun Yat-sen University, South China Agricultural University, South China University of Technology

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

SDG: Zero hunger

Open Access status: closed

Funders: China Scholarship Council, Natural Science Foundation of Inner Mongolia

Awards: G5806492353, G5823779949, G6383533268

OpenAlex ID: W2528930360

FWCI: 1.113

Cites: 43

Cited by: 20

Related to: 10