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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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Statistical disclosure control for continuous variables using an extended skew‐t copula
Chu, Amanda M. Y.; Ip, Chun Yin; Lam, Benson S. Y.; So, … - In: Applied Stochastic Models in Business and Industry 38 (2021) 1, pp. 96-115
Persistent link: https://www.econbiz.de/10012808129