Bayesian quantile forecasting via the realized hysteretic GARCH model.
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| Title: | Bayesian quantile forecasting via the realized hysteretic GARCH model. |
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| 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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