Specification tests of parametric dynamic conditional quantiles (Q736700)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Specification tests of parametric dynamic conditional quantiles |
scientific article |
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Specification tests of parametric dynamic conditional quantiles (English)
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4 August 2016
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omnibus tests
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conditional quantiles
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nonlinear time series
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empirical processes
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quantile processes
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subsampling
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value-at-risk
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tail risk
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