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