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HARVARD Citation
Wang, C. et al. (2019). Bayesian realized-GARCH models for financial tail risk forecasting incorporating the two-sided Weibull distribution. Quantitative finance. 19 (6), pp. 1017-1042. [Online].
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Wang, C. et al. (2019). Bayesian realized-GARCH models for financial tail risk forecasting incorporating the two-sided Weibull distribution. Quantitative finance. 19 (6), pp. 1017-1042. [Online].