Pages that link to "Item:Q1726164"
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The following pages link to Quantile forecasts for financial volatilities based on parametric and asymmetric models (Q1726164):
Displaying 5 items.
- A self-normalization test for correlation change (Q2208630) (← links)
- Improving density forecast by modeling asymmetric features: an application to S{\&}P500 returns (Q2455633) (← links)
- Bootstrap forecast intervals for asymmetric volatilities via EGARCH model (Q2979589) (← links)
- Evaluation of realized volatility predictions from models with leptokurtically and asymmetrically distributed forecast errors (Q5138047) (← links)
- Financial volatility modeling: The feedback asymmetric conditional autoregressive range model (Q5379288) (← links)