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~isPartOf:"Applied Stochastic Models in Business and Industry"
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Quantile forecasting based on a bivariate hysteretic autoregressive model with GARCH errors and time ‐varying correlations
Chen, Cathy W. S.
;
Than‐Thi, Hong
;
So, Mike Ka-pui
; …
- In:
Applied Stochastic Models in Business and Industry
35
(
2019
)
6
,
pp. 1301-1321
Persistent link: https://www.econbiz.de/10012272490
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