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

From MaRDI portal
Publication:2019875







Cites work









This page was built for publication: Time-varying NoVaS versus GARCH: point prediction, volatility estimation and prediction intervals

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2019875)