Dynamic semi-parametric factor model for functional expectiles (Q2418052)
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scientific article; zbMATH DE number 7061218
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| default for all languages | No label defined |
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| English | Dynamic semi-parametric factor model for functional expectiles |
scientific article; zbMATH DE number 7061218 |
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Dynamic semi-parametric factor model for functional expectiles (English)
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3 June 2019
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factor model
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functional data
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expectiles
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extremes
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0.9113414
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0.90084743
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0.89585155
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0.88084745
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0.8800888
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0.8738904
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0.8732938
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0.8723658
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