Pages that link to "Item:Q5234329"

The following pages link to Bayesian realized-GARCH models for financial tail risk forecasting incorporating the two-sided Weibull distribution (Q5234329):

Displaying 2 items.

• Product representations for random variables with Weibull distributions and their applications (Q341734) (← links)
• Augmenting the realized-GARCH: the role of signed-jumps, attenuation-biases and long-memory effects (Q6138236) (← links)