Quantile regression estimator for GARCH models (Q4911963)
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scientific article; zbMATH DE number 6147322
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Quantile regression estimator for GARCH models |
scientific article; zbMATH DE number 6147322 |
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Quantile Regression Estimator for GARCH Models (English)
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20 March 2013
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argmin sequence
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asymptotic normality
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bracketing method
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non-convex optimization
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reparametrization method
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strong consistency
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value at risk
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0.8546550869941711
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0.848874032497406
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0.817969560623169
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0.8087572455406189
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0.8062883019447327
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