Cite
HARVARD Citation
Gerlach, R. et al. (2022). Bayesian Semi-Parametric Realized Conditional Autoregressive Expectile Models for Tail Risk Forecasting. Journal of financial econometrics. pp. 105-138. [Online].
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Gerlach, R. et al. (2022). Bayesian Semi-Parametric Realized Conditional Autoregressive Expectile Models for Tail Risk Forecasting. Journal of financial econometrics. pp. 105-138. [Online].