Specification tests of parametric dynamic conditional quantiles (Q736700): Difference between revisions

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Specification tests of parametric dynamic conditional quantiles
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    Specification tests of parametric dynamic conditional quantiles (English)
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    4 August 2016
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    omnibus tests
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    conditional quantiles
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    nonlinear time series
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    empirical processes
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    quantile processes
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    subsampling
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    value-at-risk
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    tail risk
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