A comparative study of interval forecasting using GARCH models under symmetric and asymmetric distributional assumptions

by Arasan, Jayanthi, Chong, Choo W. E. I., Zhang, Zhe
Published 2023

Does the optimal model always perform the best? a combined approach for interval forecasting

by Arasan, Jayanthi, Zhang, Zhe, Chong, Choo W.E.I.
Published 2023