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0456185 - ÚTIA 2017 RIV NL eng J - Journal Article
Baruník, Jozef - Křehlík, Tomáš
Combining high frequency data with non-linear models for forecasting energy market volatility.
Expert Systems With Applications. Roč. 55, č. 1 (2016), s. 222-242. ISSN 0957-4174. E-ISSN 1873-6793
R&D Projects: GA ČR(CZ) GBP402/12/G097
Institutional support: RVO:67985556
Keywords : artificial neural networks * realized volatility * multiple-step-ahead forecasts * energy markets
Subject RIV: AH - Economics
Impact factor: 3.928, year: 2016
http://library.utia.cas.cz/separaty/2016/E/barunik-0456185.pdf
Permanent Link: http://hdl.handle.net/11104/0260445