Pages that link to "Item:Q961391"
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The following pages link to Bayesian causal effects in quantiles: accounting for heteroscedasticity (Q961391):
Displaying 9 items.
- Skew exponential power stochastic volatility model for analysis of skewness, non-normal tails, quantiles and expectiles (Q736574) (← links)
- Statistical inference for conditional quantiles in nonlinear time series models (Q888341) (← links)
- Volatility modeling with leverage effect under Laplace errors (Q1695695) (← links)
- Smooth transition quantile capital asset pricing models with heteroscedasticity (Q1930398) (← links)
- Semi-parametric quantile estimation for double threshold autoregressive models with heteroskedasticity (Q2255921) (← links)
- An efficient algorithm for structured sparse quantile regression (Q2259790) (← links)
- (Q5120594) (← links)
- A generalized class of skew distributions and associated robust quantile regression models (Q5175764) (← links)
- Quantile three-factor model with heteroskedasticity, skewness, and leptokurtosis (Q6168909) (← links)
