Forecasting energy futures volatility with threshold augmented heterogeneous autoregressive jump models
- 期刊名称Econometric Reviews
- 作者Jawadi, Fredj; Ftiti, Zied; Louhichi, Waël
- 卷第39卷
- 期第1期
- 印刷ISSN0747-4938
- 电子ISSN1532-4168
- 文件大小2400.70KB
- 发表时间2020-01-02
- DOI10.1080/07474938.2019.1690190
- 页码54-70
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