Quantile Estimation of Regression Models with GARCH-X Errors (Q5155187): Difference between revisions

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Revision as of 18:33, 26 July 2024

scientific article; zbMATH DE number 7407086
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Quantile Estimation of Regression Models with GARCH-X Errors
scientific article; zbMATH DE number 7407086

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    Quantile Estimation of Regression Models with GARCH-X Errors (English)
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    6 October 2021
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    bootstrap method
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    GARCH-X errors
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    joint estimation
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    quantile regression
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    two-step procedure
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    value-at-risk
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