Pages that link to "Item:Q5234329"
From MaRDI portal
The following pages link to Bayesian realized-GARCH models for financial tail risk forecasting incorporating the two-sided Weibull distribution (Q5234329):
Displaying 3 items.
- Product representations for random variables with Weibull distributions and their applications (Q341734) (← links)
- Bayesian tail‐risk forecasting using realized GARCH (Q4620201) (← links)
- Augmenting the realized-GARCH: the role of signed-jumps, attenuation-biases and long-memory effects (Q6138236) (← links)