A semiparametric nonlinear quantile regression model for financial returns (Q2691693)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A semiparametric nonlinear quantile regression model for financial returns |
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A semiparametric nonlinear quantile regression model for financial returns (English)
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30 March 2023
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copula quantile regression
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realized volatility
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value-at-risk
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