interval regression approach. The proposed model aims to obtain a synthetic data set that can be used for standard analysis …

interval regression approach. The proposed model aims to obtain a synthetic data set that can be used for standard analysis …

informative price interval data and building interval regression models for volatility forecasting. To characterize the … Markov regime switching structure in the benchmark interval regression model, respectively, and thus propose three extended … models. Our empirical examination on S&P 500 index shows that: (1) the proposed interval regression models significantly …

informative price interval data and building interval regression models for volatility forecasting. To characterize the … Markov regime switching structure in the benchmark interval regression model, respectively, and thus propose three extended … models. Our empirical examination on S&P 500 index shows that: (1) the proposed interval regression models significantly …