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Volatility forecasting of crude oil market: A new hybrid method - MaRDI portal

Volatility forecasting of crude oil market: A new hybrid method (Q5379279)

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scientific article; zbMATH DE number 7060039
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Volatility forecasting of crude oil market: A new hybrid method
scientific article; zbMATH DE number 7060039

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    Volatility forecasting of crude oil market: A new hybrid method (English)
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    28 May 2019
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    EGARCH
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    HMM
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    LSSVM
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    hybrid forecasting method
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