Document Preview Unavailable

Realized Stochastic Volatility Model with Skew-t Distributions for Improved Volatility and Quantile Forecasting

Takahashi, Makoto; Yamauchi, Yuta; Watanabe, Toshiaki; Omori, Yasuhiro.  arXiv.org, Oct 25, 2024.

You might have access to this document