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:
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Suggested Citation:
Abstract:
Downloadable: Online Supplementary Appendix
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