The following pages link to Dynamic quantile models (Q299276):
Displaying 13 items.
- Bayesian tail risk interdependence using quantile regression (Q273621) (← links)
- Local likelihood density estimation and value-at-risk (Q609720) (← links)
- Bayesian causal effects in quantiles: accounting for heteroscedasticity (Q961391) (← links)
- A dynamic autoregressive expectile for time-invariant portfolio protection strategies (Q1994618) (← links)
- A new robust risk measure: quantile shortfall (Q2024978) (← links)
- Dynamic large financial networks \textit{via} conditional expected shortfalls (Q2076940) (← links)
- High frequency-based quantile forecast and combination: an application to oil market (Q2086173) (← links)
- Efficiency of the financial markets during the COVID-19 crisis: time-varying parameters of fractional stable dynamics (Q2111626) (← links)
- Semi-parametric quantile estimation for double threshold autoregressive models with heteroskedasticity (Q2255921) (← links)
- Conditional quantiles and tail dependence (Q2350042) (← links)
- Comparison of estimation methods for the Weibull distribution (Q5299465) (← links)
- An elastic-net penalized expectile regression with applications (Q5861466) (← links)
- Semiparametric modeling of multiple quantiles (Q6090581) (← links)
