机译:预测原油市场波动:使用GARCH类模型的进一步证据
School of Economics and Management, Southwest Jiaotong University, First Section of Northern Second Ring Road, Chengdu, Sichuan Province, China;
Antai College of Economics and Management, Shanghai Jiaotong University, Fahuazhen Road 535, Shanghai, China;
School of Economics and Management, Southwest Jiaotong University, First Section of Northern Second Ring Road, Chengdu, Sichuan Province, China;
crude oil market; volatility forecasting; GARCH; SPA test;
机译:基于马尔可夫切换和GARCH类模型的石油市场波动预测能力的改进
机译:GARCH类模型能否在WTI原油市场中获得长期记忆?
机译:原油市场波动性预测:制度转换GARCH模型能否击败单制度GARCH模型?
机译:神经网络在原油市场波动性建模和预测中的应用:来自美国和中国的证据
机译:在动荡的原油市场中保持盈利能力的领导策略。
机译:基于新型形态成分分析模型的日间原油价格预测
机译:建模和预测原油价格波动:来自历史和近期数据的证据