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Combining high frequency data with non-linear models for forecasting energy market volatility
- 1.Baruník, J., Křehlík, T. Combining high frequency data with non-linear models for forecasting energy market volatility. Expert Systems With Applications. 2016, 55(1), 222-242. ISSN 0957-4174. E-ISSN 1873-6793. Dostupné z: doi: 10.1016/j.eswa.2016.02.008.
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