Publications

Type of Publication: Article in Journal

The Uncertainty in Extreme Risk Forecasts from Covariate-Augmented Volatility Models

Author(s):
Hoga, Y.
Title of Journal:
International Journal of Forecasting
Volume (Publication Date):
37 (2021)
Number of Issue:
2
pages:
675-686
Digital Object Identifier (DOI):
doi:10.1016/j.ijforecast.2020.08.009
Citation:
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