Quantile Regression Estimator for GARCH Models (Q4911963): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 18:59, 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 |
Statements
Quantile Regression Estimator for GARCH Models (English)
0 references
20 March 2013
0 references
argmin sequence
0 references
asymptotic normality
0 references
bracketing method
0 references
non-convex optimization
0 references
reparametrization method
0 references
strong consistency
0 references
value at risk
0 references
