Quantile Regression Estimator for GARCH Models (Q4911963): Difference between revisions
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Revision as of 17:59, 5 March 2024
scientific article; zbMATH DE number 6147322
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quantile Regression Estimator for GARCH Models |
scientific article; zbMATH DE number 6147322 |
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Quantile Regression Estimator for GARCH Models (English)
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20 March 2013
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argmin sequence
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asymptotic normality
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bracketing method
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non-convex optimization
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reparametrization method
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strong consistency
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value at risk
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