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      Structural breaks and volatility forecasting in the copper futures market

      Author(s): 1 , 1
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      Journal: Journal of Futures Markets
      Publisher: Wiley

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          Computation and analysis of multiple structural change models

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            Comparing Predictive Accuracy

            Roberto S. Mariano, Francis X Diebold (1995)
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              Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts

              Torben Andersen, Tim Bollerslev (1998)
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                Author and article information

                Contributors
                Journal
                Title: Journal of Futures Markets
                Abbreviated Title: Jrl Fut Mark
                Publisher: Wiley
                ISSN: 02707314
                Publication date Created: March 2018
                Publication date (Print): March 2018
                Publication date (Electronic): October 02 2017
                Volume: 38
                Issue: 3
                Pages: 290-339
                Affiliations
                [1 ]School of Management; China Institute for Studies in Energy Policy; Collaborative Innovation Center for Energy Economics and Energy Policy; Xiamen University; Xiamen Fujian P. R. China
                Article
                DOI: 10.1002/fut.21867
                SO-VID: c747a167-92e8-4ab2-a088-67a26cc45cfe
                Copyright © © 2017
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                http://doi.wiley.com/10.1002/tdm_license_1.1

                http://onlinelibrary.wiley.com/termsAndConditions#vor

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