Publication detail

Combining high frequency data with non-linear models for forecasting energy market volatility

Author(s): doc. PhDr. Jozef Baruník Ph.D.,
Mgr. Tomáš Křehlík M.A., Ph.D.,
Type: Articles in journals with impact factor
Year: 2016
Number: 0
ISSN / ISBN:
Published in: Expert Systems with Applications, 55, pp. 222-242 PDF
Publishing place:
Keywords:
JEL codes:
Suggested Citation:
Abstract:
Downloadable: Online Supplementary Appendix
December 2021
MonTueWedThuFriSatSun
  12345
6789101112
13141516171819
20212223242526
2728293031  

Partners

Deloitte

Sponsors

CRIF
McKinsey
Patria Finance