A comparative study of interval forecasting using GARCH models under symmetric and asymmetric distributional assumptions

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A comparative study of interval forecasting using GARCH models under symmetric and asymmetric distributional assumptions

Abstract: Interval forecasting provides decision-makers with a range of possible future values, along with associated probabilities, which allows for a more informed decision-making process. Although GARCH models under different distributional assumptions are commonly compared for their volatility f...

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Bibliographic Details
Main Authors:	Arasan, Jayanthi, Chong, Choo W. E. I., Zhang, Zhe
Format:	Article
Published:	Interscience Publishers 2023
Online Access:	http://psasir.upm.edu.my/id/eprint/106393/

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