A comparative study of interval forecasting using GARCH models under symmetric and asymmetric distributional assumptions
Abstract: Interval forecasting provides decision-makers with a range of possible future values, along with associated probabilities, which allows for a more informed decision-making process. Although GARCH models under different distributional assumptions are commonly compared for their volatility f...
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| Main Authors: | , , |
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| Format: | Article |
| Published: |
Interscience Publishers
2023
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| Online Access: | http://psasir.upm.edu.my/id/eprint/106393/ https://www.inderscience.com/info/ingeneral/forthcoming.php?jcode=ijads |
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