Quantile Estimation of Regression Models with GARCH-X Errors (Q5155187)
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scientific article; zbMATH DE number 7407086
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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