Enhancing gold futures volatility forecasts: integrating growth-rate changepoint correction into the TVP-SVM model
Enhancing gold futures volatility forecasts: integrating growth-rate changepoint correction into the TVP-SVM model
Lu Wang,Zhuoyue Liu,Chao Liang
2025 · DOI: 10.1080/00036846.2025.2519936
Applied Economics · 2 Citations