2 Lushan South Rd
Changsha, Hunan 410082
Hunan University - Center for Economics, Finance and Management Studies
Agriculture commodity futures, Realized volatility forecasts, Infinite Hidden Markov switching process, HAR models
Bayesian, large VAR, composite likelihood, prediction pools, stochastic volatility
Bayesian VARs, International Spillovers, State-Space Models, Stochastic Volatility in Mean, Uncertainty
Natural Gas Price, Structural Breaks, Forecasting, Time-Varying Parameter, Markov Switching, Stochastic Volatility
Natural gas market, Bayesian model comparison, Markov Switching VAR model
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