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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:	Arasan, Jayanthi, Chong, Choo W. E. I., Zhang, Zhe
格式:	Article
出版:	Interscience Publishers 2023
在線閱讀:	http://psasir.upm.edu.my/id/eprint/106393/ https://www.inderscience.com/info/ingeneral/forthcoming.php?jcode=ijads
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