Semiparametric modeling of multiple quantiles (Q6090581): Difference between revisions

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Revision as of 08:45, 30 July 2024

scientific article; zbMATH DE number 7767728
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English
Semiparametric modeling of multiple quantiles
scientific article; zbMATH DE number 7767728

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    Semiparametric modeling of multiple quantiles (English)
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    17 November 2023
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    dynamic quantiles
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    score driven models
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    risk management
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