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., |
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| Type: | Articles in journals with impact factor |
| Year: | 2016 |
| Number: | 0 |
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| Published in: | Expert Systems with Applications, 55, pp. 222-242 PDF |
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| Abstract: | |
| Downloadable: |
Online Supplementary Appendix |
