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Работы, на которые ссылается эта работа

Работ: 73

Работа: The role of sudden variance shifts in predicting volatility in bioenergy crop markets under structural breaks

  1. Generalized autoregressive conditional heteroskedasticity

    Tim Bollerslev

    Статья1986Цитирований: 11
    ABI

  2. On the causal dynamics between emissions, nuclear energy, renewable energy, and economic growth

    Nicholas Apergis, James E. Payne, Kojo Menyah +1

    Статья2010Цитирований: 10
    ABI

  3. Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation

    Robert F. Engle

    Статья1982Цитирований: 9
    ABI

  4. Conditional Heteroskedasticity in Asset Returns: A New Approach

    Daniel B. Nelson

    Статья1991Цитирований: 7
    ABI

  5. A Simple General Approach to Inference About the Tail of a Distribution

    Bruce M. Hill

    Статья1975Цитирований: 3
    ABI

  6. Persistence in Variance, Structural Change, and the GARCH Model

    Christopher G. Lamoureux, William D. Lastrapes

    Статья1990Цитирований: 3
    ABI

  7. The Model Confidence Set

    Статья2011Цитирований: 3
    ABI

  8. Structural breaks and GARCH models of exchange rate volatility

    David E. Rapach, Jack Strauss

    Статья2008Цитирований: 3
    ABI

  9. Forecasting volatility in the petroleum futures markets: A re-examination and extension

    Akram Shavkatovich Hasanov, Mohammed Sharaf Shaiban, Ajab A. Alfreedi

    Статья2020Цитирований: 3
    ABI

  10. Bitcoin: A safe haven asset and a winner amid political and economic uncertainties in the US?

    Muhammad Umar, Chi‐Wei Su, Syed Kumail Abbas Rizvi +1

    Статья2021Цитирований: 3
    ABI

  11. A New Approach to Markov-Switching GARCH Models

    Markus Haas

    Статья2004Цитирований: 2
    ABI

  12. Forecasting petroleum futures markets volatility: The role of regimes and market conditions

    Nikos K. Nomikos, Panos K. Pouliasis

    Статья2010Цитирований: 2
    ABI

  13. Modeling and forecasting petroleum futures volatility

    Perry Sadorsky

    Статья2006Цитирований: 2
    ABI

  14. Forecasting volatility in the financial markets: a comparison of alternative distributional assumptions

    I-Yuan Chuang, Jin‐Ray Lu, Pei‐Hsuan Lee

    Статья2007Цитирований: 2
    ABI

  15. Selection of estimation window in the presence of breaks

    M. Hashem Pesaran, Allan Timmermann

    Статья2006Цитирований: 2
    ABI

  16. Multivariate Stochastic Variance Models

    Andrew Harvey, Esther Ruiz, Neil Shephard

    Статья1994Цитирований: 2
    ABI

  17. Forecasting crude-oil market volatility: Further evidence with jumps

    Amélie Charles, Olivier Darné

    Статья2017Цитирований: 2
    ABI

  18. Forecasting volatility in the biofuel feedstock markets in the presence of structural breaks: A comparison of alternative distribution functions

    Akram Shavkatovich Hasanov, Wai Ching Poon, Ajab A. Alfreedi +1

    Статья2018Цитирований: 2
    ABI

  19. Forecasting risk with Markov-switching GARCH models:A large-scale performance study

    David Ardia, Keven Bluteau, Kris Boudt +1

    Статья2018Цитирований: 2
    ABI

  20. Oil price volatility forecast with mixture memory GARCH

    Tony Klein, Thomas Walther

    Статья2016Цитирований: 2
    ABI

  21. U.S. grain commodity futures price volatility: Does trade policy uncertainty matter?

    Dexiang Mei, Yutang Xie

    Статья2022Цитирований: 2
    ABI

  22. Forecasting stock market volatility with regime-switching GARCH-MIDAS: The role of geopolitical risks

    Mawuli Segnon, Rangan Gupta, Bernd Wilfling

    Статья2023Цитирований: 2
    ABI

  23. Без названия

    ДругоеЦитирований: 1
    ABI

  24. Без названия

    ДругоеЦитирований: 1
    ABI

  25. Без названия

    ДругоеЦитирований: 1
    ABI