Interval forecasting : An analysis based upon ARCH-quantile estimators
| Year of publication: |
1989
|
|---|---|
| Authors: | Granger, C. W. J. ; White, Halbert ; Kamstra, Mark |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 40.1989, 1, p. 87-96
|
| Publisher: |
Elsevier |