【作者(必填)】 Cathy W.S. Chen, Hsiao-Yun Hsu, Toshiaki Watanabe
【文题(必填)】Tail risk forecasting of realized volatility CAViaR models

【年份(必填)】2023

【全文链接或数据库名称(选填)】[color=var(--sd-ui-anchor-colour)][backcolor=rgba(0, 0, 0, 0)][size=1em]https://doi.org/10.1016/j.frl.2022.103326