Breaks or long range dependence in the energy futures volatility: Out-of-sample forecasting and VaR analysis

By Lanouar Charfeddine. 2016

46 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/0ddc942cd0ceafff6f08aabd1274adace391e5fd