Chen, C. W., Than-Thi, H., So, M. K., & Sriboonchitta, S. (2019). Quantile forecasting based on a bivariate hysteretic autoregressive model with GARCH errors and time -varying correlations.
استشهاد بنمط شيكاغوChen, Cathy W.S., Hong Than-Thi, Mike K.P So, و Songsak Sriboonchitta. Quantile Forecasting Based On a Bivariate Hysteretic Autoregressive Model With GARCH Errors and Time -varying Correlations. 2019.
MLA استشهادChen, Cathy W.S., Hong Than-Thi, Mike K.P So, و Songsak Sriboonchitta. Quantile Forecasting Based On a Bivariate Hysteretic Autoregressive Model With GARCH Errors and Time -varying Correlations. 2019.
تحذير: قد لا تكون هذه الاستشهادات دائما دقيقة بنسبة 100%.