Original language | English |
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Journal | Journal of Forecasting |
ISSN | 0277-6693 |
Publication status | Accepted/In press - 2024 |
Keywords
- conditional volatility models
- duration-dependent Markov-switching models
- forecast combination
- forecasting volatility
Douglas Eduardo Turatti*, Fernando Henrique de Paula e Silva Mendes, João H. G. Mazzeu
Research output: Contribution to journal › Journal article › Research › peer-review
Original language | English |
---|---|
Journal | Journal of Forecasting |
ISSN | 0277-6693 |
Publication status | Accepted/In press - 2024 |