Conditional quantile estimation for generalized autoregressive conditional heteroscedasticity models (Q3069899)
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scientific article; zbMATH DE number 5843507
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| English | Conditional quantile estimation for generalized autoregressive conditional heteroscedasticity models |
scientific article; zbMATH DE number 5843507 |
Statements
Conditional Quantile Estimation for Generalized Autoregressive Conditional Heteroscedasticity Models (English)
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1 February 2011
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conditional heteroscedasticity
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GARCH models
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quantile autoregression
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0.8885547518730164
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0.8794280290603638
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0.848874032497406
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0.8318238258361816
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0.8253339529037476
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