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"Several Extended CAViaR Models and Their Applications to the VaR ..."

Xiaorong Yang, Chun He, Jie Chen (2016)

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DOI: 10.20965/JACIII.2016.P0590

access: open

type: Journal Article

metadata version: 2021-02-16

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Xiaorong Yang, Chun He, Jie Chen:
Several Extended CAViaR Models and Their Applications to the VaR Forecasting of the Security Markets. J. Adv. Comput. Intell. Intell. Informatics 20(4): 590-596 (2016)

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