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

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