Forecasting VaR and Returns Distribution Using the Real-Time GARCH Models with Standardized Two-Sided Lindley Distribution.
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| Title: | Forecasting VaR and Returns Distribution Using the Real-Time GARCH Models with Standardized Two-Sided Lindley Distribution. |
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| Authors: | Wu, Zhi-Min1 (AUTHOR) zhiminwu614@163.com, Cai, Guang-Hui1 (AUTHOR) caigh@hzcu.edu.cn |
| Source: | Journal of the Operations Research Society of China. Jun2026, Vol. 14 Issue 2, p413-451. 39p. |
| Database: | Mathematics Source |
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| ISSN: | 2194668X |
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| DOI: | 10.1007/s40305-024-00564-x |
