PEER-REVIEWED_29

 

Author Cathy W.S. Chen, Toshiaki Watanabe and Edward M.H. Lin
Title Bayesian Estimation of Realized GARCH-type Models with Application to Financial Tail Risk Management
Journal Econometrics and Statistics (2021)
DOI https://doi.org/10.1016/j.ecosta.2021.03.006

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