A comparative study of interval forecasting using GARCH models under symmetric and asymmetric distributional assumptions

被引：0
|
作者：
Zhang, Zhe [1 ]
Choo, Wei Chong [2 ]
Arasan, Jayanthi [3 ]
机构：
[1] School of Business and Economics, Universiti Putra Malaysia, Malaysia
[2] School of Business and Economics, Institute for Mathematical Research, Universiti Putra Malaysia, Malaysia
[3] Department of Mathematics and Statistics, Faculty of Science, Universiti Putra Malaysia, Malaysia
来源：
International Journal of Applied Decision Sciences | 2024年 / 17卷 / 05期
关键词：
Compendex;
D O I：
10.1504/IJADS.2024.140835
中图分类号：
学科分类号：
摘要：
Prediction models
引用
收藏
页码：595 / 614
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