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

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

Please use this identifier to cite or link to this item: https://hdl.handle.net/11159/652767

Title:

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

Series title:

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

Authors:

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

Document Type:

Book

Place of Publication and Publisher:

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

Year of Publication:

2023

Original URL:

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

Language:

English (eng)

Citation:

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.

Appears in Collections:

Department of Economics working paper series

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