Time-varying NoVaS versus GARCH: point prediction, volatility estimation and prediction intervals

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Publication:2019875

DOI10.1515/JTSE-2019-0044OpenAlexW3040792161MaRDI QIDQ2019875FDOQ2019875


Authors: Jie Chen, Dimitris Politis Edit this on Wikidata


Publication date: 22 April 2021

Published in: Journal of Time Series Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/jtse-2019-0044







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