Forecasting volatility of commodity, currency, and stock markets : evidence from Markov switching multifractal models

Liu, Ruipeng; Segnon, Mawuli; Cepni, Oguzhan; Gupta, Rangan

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Forecasting volatility of commodity, currency, and stock markets : evidence from Markov switching multifractal models

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Titel:

Forecasting volatility of commodity, currency, and stock markets : evidence from Markov switching multifractal models

Titel der Serie:

Department of Economics working paper series / Department of Economics, University of Pretoria

Autor:innen:

Liu, Ruipeng
Segnon, Mawuli
Cepni, Oguzhan
Gupta, Rangan

Dokumentart:

Book

Erscheinungsort und Verlagsname:

Pretoria, South Africa : Department of Economics, University of Pretoria

Erscheinungsjahr:

2023

URL der Erstveröffentlichung:

https://www.up.ac.za/media/shared/61/WP/wp_2023_40.zp245871.pdf

Sprache:

Englisch (eng)

Quellenangabe:

Liu, Ruipeng/Segnon, Mawuli et. al. (2023). Forecasting volatility of commodity, currency, and stock markets : evidence from Markov switching multifractal models. Pretoria, South Africa : Department of Economics, University of Pretoria.
https://www.up.ac.za/media/shared/61/WP/wp_2023_40.zp245871.pdf.

Erscheint in der Sammlung:

Department of Economics working paper series

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