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Bayesian quantile forecasting via the realized hysteretic GARCH model.

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Bibliographic Details
Title: Bayesian quantile forecasting via the realized hysteretic GARCH model.
Authors: Chen, Cathy W. S.1 (AUTHOR) chenws@mail.fcu.edu.tw, Lin, Edward M. H.2 (AUTHOR), Huang, Tara F. J.1 (AUTHOR)
Source: Journal of Forecasting. Nov2022, Vol. 41 Issue 7, p1317-1337. 21p.
Database: Mathematics Source
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ISSN:02776693
DOI:10.1002/for.2876