Quantile forecasts using the Realized GARCH-EVT approach

Autor:	Paul, Samit, Sharma, Prateek
Zdroj:	Studies in Economics and Finance, 2018, Vol. 35, Issue 4, pp. 481-504.
Databáze:	Emerald Insight
Externí odkaz:	http://www.emeraldinsight.com/doi/10.1108/SEF-09-2016-0236 Zobrazit plný text záznamu