![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 correlationsChen, Cathy W.S.; Than‐Thi, Hong; So, Mike K.P.; Sriboonchitta, Songsak · Applied Stochastic Models in Business and Industry · 2019