Forecasts for leverage heterogeneous autoregressive models with jumps and other covariates
| Year of publication: |
2018
|
|---|---|
| Authors: | Choi, Ji-Eun ; Shin, Dong-wan |
| Published in: |
Journal of Forecasting. - Wiley, ISSN 0277-6693, ZDB-ID 2001645-1. - Vol. 37.2018, 6 (19.06.), p. 691-704
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1002/for.2530 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012081999