Choi, Ji-Eun
Shin, Dong Wan http://orcid.org/0000-0002-2685-6566
Funding for this research was provided by:
National Research Foundation of Korea (2016R1A2B4008780)
Ministry of Education (2009-0093827)
This article is maintained by: Elsevier
Article Title: Quantile forecasts for financial volatilities based on parametric and asymmetric models
Journal Title: Journal of the Korean Statistical Society
CrossRef DOI link to publisher maintained version: https://doi.org/10.1016/j.jkss.2018.08.005
Content Type: article
Copyright: © 2018 The Korean Statistical Society. Published by Elsevier B.V. All rights reserved.