Test for conditional quantile change in GARCH models (Q2151594)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Test for conditional quantile change in GARCH models |
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Test for conditional quantile change in GARCH models (English)
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5 July 2022
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quantile regression
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change point detection
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GARCH models
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residual CUSUM test
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