Forecasting Realized Volatility of Agricultural Commodities

Item Type Forthcoming
Abstract
Authors Degiannakis, Stavros; Filis, George; Klein, Tony & Walther, Thomas
Journal or Publication Title International Journal of Forecasting
Language English
Subjects economics
finance
HSG Classification contribution to scientific community
HSG Profile Area SOF - System-wide Risk in the Financial System
Refereed Yes
Date 2020
Publisher Elsevier
ISSN 0169-2070
Publisher DOI https://doi.org/10.1016/j.ijforecast.2019.08.011
Official URL https://www.sciencedirect.com/science/article/pii/...
Depositing User Prof. Dr. Thomas Walther
Date Deposited 28 Aug 2019 15:46
Last Modified 20 Jul 2022 17:39
URI: https://www.alexandria.unisg.ch/publications/257605

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Degiannakis, Stavros; Filis, George; Klein, Tony & Walther, Thomas (2020) Forecasting Realized Volatility of Agricultural Commodities. International Journal of Forecasting, ISSN 0169-2070

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https://www.alexandria.unisg.ch/id/eprint/257605
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