Predictive quantile regressions under persistence and conditional heteroskedasticity (Q2330756)
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scientific article; zbMATH DE number 7121309
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| English | Predictive quantile regressions under persistence and conditional heteroskedasticity |
scientific article; zbMATH DE number 7121309 |
Statements
Predictive quantile regressions under persistence and conditional heteroskedasticity (English)
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23 October 2019
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\(\alpha\)-mixing process
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conditional heteroskedasticity
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moving block bootstrap
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predictive regression
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quantile regression
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0.8283754587173462
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0.7802305221557617
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0.7787160277366638
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0.7695979475975037
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0.7674139142036438
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