Smooth transition quantile capital asset pricing models with heteroscedasticity (Q1930398): Difference between revisions
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Revision as of 06:16, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Smooth transition quantile capital asset pricing models with heteroscedasticity |
scientific article |
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Smooth transition quantile capital asset pricing models with heteroscedasticity (English)
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11 January 2013
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Bayesian inference
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CAPM
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GARCH
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quantile regression
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skewed-Laplace distribution
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smooth transition
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