Forecasting gains by using extreme value theory with realized GARCH filter. Volume 33, Issue 1, pp: 64-70
IIMB Management Review Print ISSN: 0970-3896 Online ISSN: 2212-4446
IIMB Management Review Print ISSN: 0970-3896 Online ISSN: 2212-4446
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AMS Review Print ISSN: 1869-814X Online ISSN: 1869-8182
AMS Review Print ISSN: 1869-814X Online ISSN: 1869-8182
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