Forecasting realized volatility of agricultural commodity futures using TVS-HAR model

TIAN Fengping, YANG Ke

Systems Engineering - Theory & Practice ›› 2016, Vol. 36 ›› Issue (12) : 3003-3016.

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Systems Engineering - Theory & Practice ›› 2016, Vol. 36 ›› Issue (12) : 3003-3016. DOI: 10.12011/1000-6788(2016)12-3003-14

Forecasting realized volatility of agricultural commodity futures using TVS-HAR model

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2016, 36(12): 3003-3016 https://doi.org/10.12011/1000-6788(2016)12-3003-14

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