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~isPartOf:"International journal of forecasting"
~language:"eng"
~person:"McAleer, Michael"
~subject:"Markov chain"
~type_genre:"Article in journal"
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Forecasting Value-at-Risk using nonlinear regression quantiles and the intra-day range
Chen, Cathy W. S.
;
Gerlach, Richard
;
Hwang, Bruce B. K.
; …
- In:
International journal of forecasting
28
(
2012
)
3
,
pp. 557-574
Persistent link: https://www.econbiz.de/10009658352
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