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.
Chicago Style CitationChen, Cathy W.S., Hong Than-Thi, Mike K.P So, and Songsak Sriboonchitta. Quantile Forecasting Based On a Bivariate Hysteretic Autoregressive Model With GARCH Errors and Time -varying Correlations. 2019.
MLA引文Chen, Cathy W.S., Hong Than-Thi, Mike K.P So, and Songsak Sriboonchitta. Quantile Forecasting Based On a Bivariate Hysteretic Autoregressive Model With GARCH Errors and Time -varying Correlations. 2019.
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