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subject:"ARCH model"
~isPartOf:"Journal of forecasting"
~person:"Huang, Tara F. J."
~person:"Mittnik, Stefan"
~subject:"Statistical distribution"
~type:"article"
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ARCH model
Statistical distribution
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Huang, Tara F. J.
Mittnik, Stefan
Chen, Cathy W. S.
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Journal of forecasting
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
Handbook of heavy tailed distributions in finance
1
Journal of risk and financial management : JRFM
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ECONIS (ZBW)
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Bayesian quantile forecasting via the realized hysteretic GARCH model
Chen, Cathy W. S.
;
Lin, Edward M. H.
;
Huang, Tara F. J.
- In:
Journal of forecasting
41
(
2022
)
7
,
pp. 1317-1337
Persistent link: https://www.econbiz.de/10013465697
Saved in:
2
Conditional density and value-at-risk prediction of Asian currency exchange rates
Mittnik, Stefan
;
Paolella, Marc S.
- In:
Journal of forecasting
19
(
2000
)
4
,
pp. 313-333
Persistent link: https://www.econbiz.de/10001504659
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