Forecasting Realized Volatility of Agricultural Commodities
Author:
Publisher
Elsevier BV
Reference11 articles.
1. Commodity volatility modelling and option pricing with a potential function approach;J Anderluh;The European Journal of Finance,2008
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3. Roughing It Up: Including Jump Components in the Measurement, Modeling, and Forecasting of Return Volatility;T G Andersen;Review of Economics and Statistics,2007
4. Jump-robust volatility estimation using nearest neighbor truncation;T G Andersen;Journal of Econometrics,2012
5. Measuring Downside Risk Realized Semivariance;O E Barndorff-Nielsen;Volatility and Time Series Econometrics,2010
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1. Previsão de preços das commodities agrícolas: uma revisão bibliométrica sobre modelos;Revista de Gestão e Secretariado;2022-11-18
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