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Quantile forecasting based on a bivariate hysteretic autoregressive model with GARCH errors and time ‐varying correlations

Quantile forecasting based on a bivariate hysteretic autoregressive model with GARCH errors and time ‐varying correlations

Chen, Cathy W.S.; Than‐Thi, Hong; So, Mike K.P.; Sriboonchitta, Songsak

期刊名称Applied Stochastic Models in Business and Industry
作者Chen, Cathy W.S.; Than‐Thi, Hong; So, Mike K.P.; Sriboonchitta, Songsak
印刷ISSN1524-1904
电子ISSN1526-4025
文件大小1414.71KB
发表时间2019-08-09
DOI10.1002/asmb.2479

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