Quantile cointegrating regression (Q302196)
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scientific article; zbMATH DE number 6600715
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Quantile cointegrating regression |
scientific article; zbMATH DE number 6600715 |
Statements
Quantile cointegrating regression (English)
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4 July 2016
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ARCH/GARCH
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cointegration
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portfolio optimization
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quantile regression
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time varying
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0.8763747215270996
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0.8371154069900513
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0.8114618062973022
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0.8044822812080383
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0.7988168001174927
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