Quantile smoothing in financial time series (Q1360288): Difference between revisions

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+Generalized autoregressive conditional heteroscedasticity
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+ARCH modeling in finance. A review of the theory and empirical evidence
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+Mixing: Properties and examples
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+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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+Data-driven bandwidth choice for density estimation based on dependent data
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+Asymptotics of conditional empirical processes
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+Mean squared error properties of kernel estimates of regression quantiles
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+Regression Quantiles
@@ Property / cites work: Regression Quantiles / rank @@
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+Q4003176
@@ Property / cites work: Q4003176 / rank @@
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+Q4840210
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+Conditional empirical processes
@@ Property / cites work: Conditional empirical processes / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1007/bf02925220
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+W2042316765
@@ Property / OpenAlex ID: W2042316765 / rank @@
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