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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