Quantile forecasts for financial volatilities based on parametric and asymmetric models
| Autor: | Choi, Ji-Eun, Shin, Dong Wan |
|---|---|
| Zdroj: | In Journal of the Korean Statistical Society March 2019 48(1):68-83 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
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| Autor: | Choi, Ji-Eun, Shin, Dong Wan |
|---|---|
| Zdroj: | In Journal of the Korean Statistical Society March 2019 48(1):68-83 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
|
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