Pages that link to "Item:Q4911963"
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The following pages link to Quantile Regression Estimator for GARCH Models (Q4911963):
Displaying 13 items.
- Composite quantile regression estimation for P-GARCH processes (Q295137) (← links)
- Nonlinear expectile regression with application to value-at-risk and expected shortfall estimation (Q1660129) (← links)
- Inference for conditional value-at-risk of a predictive regression (Q1996776) (← links)
- Test for conditional quantile change in GARCH models (Q2151594) (← links)
- Test for tail index constancy of GARCH innovations based on conditional volatility (Q2317888) (← links)
- Quantile regression estimation for discretely observed SDE models with compound Poisson jumps (Q2440438) (← links)
- Quantile Regression for Location‐Scale Time Series Models with Conditional Heteroscedasticity (Q2821474) (← links)
- Risk measurement for conditionally heteroscedastic location-scale time series models with ASTD and AEPD innovations (Q5083339) (← links)
- QUANTILE DOUBLE AUTOREGRESSION (Q5104481) (← links)
- Quantile Estimation of Regression Models with GARCH-X Errors (Q5155187) (← links)
- Monitoring parameter change for time series models with application to location-Scale heteroscedastic models (Q5879914) (← links)
- Self-weighted quantile regression estimation for diffusion parameter in jump-diffusion models (Q6192608) (← links)
- Test for conditional quantile change in general conditional heteroscedastic time series models (Q6197124) (← links)
