Volatility Forecasting using Standard CAViaR Models, Threshold-CAViaR, and Smooth Transition: Evaluative Comparison

Additional Metadata
Keywords	CAViaR; Volatility; Smooth Transition; GARCH; leverage effect; VaR
Thesis Advisor	Os, B. van
Persistent URL	hdl.handle.net/2105/60128
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	Wieren, S.H. van. (2021, November 4). Volatility Forecasting using Standard CAViaR Models, Threshold-CAViaR, and Smooth Transition: Evaluative Comparison. Econometrie. Retrieved from http://hdl.handle.net/2105/60128

Publication