Price Volatility Forecast for Agricultural Commodity Futures： The Role of High Frequency Data
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More about this item
KeywordsHigh Frequency Data; Fat-tail; Skewness; Realized Volatility; Agricultural Futures;
- C01 - Mathematical and Quantitative Methods - - General - - - Econometrics
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
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