A Conditional AutoRegressive Beta Model for Realized Probability Forecasting

XIE Haibin, ZHANG Ting, SUN Yuying, WANG Shouyang

Journal of Systems Science & Complexity ›› 2026

PDF(295 KB)
中国科学院数学与系统科学研究院期刊网
JSSC
PDF(295 KB)
Journal of Systems Science & Complexity ›› 2026

A Conditional AutoRegressive Beta Model for Realized Probability Forecasting

  • XIE Haibin1, ZHANG Ting1, SUN Yuying2,3, WANG Shouyang2,3,4
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