Forecasting the covolatility of coffee arabica and crude oil prices: a multivariate GARCH approach with high-frequency data
DOI10.1155/2020/1424020zbMATH Open1443.91312OpenAlexW2922519681MaRDI QIDQ2183896
Dawit Yeshiwas, Yebelay Berelie
Publication date: 27 May 2020
Published in: Journal of Probability and Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2020/1424020
Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Interest rates, asset pricing, etc. (stochastic models) (91G30)
Cites Work
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