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                                       Details for article 9 of 20 found articles
 
 
  Improving Quantile Forecasts via Realized Double Hysteretic GARCH Model in Stock Markets
 
 
Title: Improving Quantile Forecasts via Realized Double Hysteretic GARCH Model in Stock Markets
Author: Chen, Cathy W. S.
Chien, Cindy T. H.
Appeared in: Computational economics
Paging: Volume 64 () nr. 6 pages 3447-3471
Year: 2024-03-05
Contents:
Publisher: Springer US, New York
Source file: Elektronische Wetenschappelijke Tijdschriften
 
 

                             Details for article 9 of 20 found articles
 
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