A simple nonparametric conditional quantile estimator for time series with thin tails
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Publication:6140018
DOI10.1016/j.econlet.2023.111349OpenAlexW4386696867MaRDI QIDQ6140018
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Publication date: 19 January 2024
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.econlet.2023.111349
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