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 |
