Semiparametric modeling of multiple quantiles (Q6090581)
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scientific article; zbMATH DE number 7767728
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Semiparametric modeling of multiple quantiles |
scientific article; zbMATH DE number 7767728 |
Statements
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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