Dynamic semi-parametric factor model for functional expectiles (Q2418052)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Dynamic semi-parametric factor model for functional expectiles
scientific article

    Statements

    Dynamic semi-parametric factor model for functional expectiles (English)
    0 references
    0 references
    0 references
    3 June 2019
    0 references
    factor model
    0 references
    functional data
    0 references
    expectiles
    0 references
    extremes
    0 references
    0 references
    0 references

    Identifiers