Forecasting volatility and Value-at-Risk with real-time smooth transition volatility models

Additional Metadata
Keywords	Forecasting; Real-time GARCH models; High-frequency data; Intermediate regimes
Thesis Advisor	Lange, R.
Persistent URL	hdl.handle.net/2105/60097
Series	Econometrie
Organisation	Erasmus School of Economics
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Ploeg, S.R. van der. (2021, November 4). Forecasting volatility and Value-at-Risk with real-time smooth transition volatility models. Econometrie. Retrieved from http://hdl.handle.net/2105/60097

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