Test for conditional quantile change in general conditional heteroscedastic time series models (Q6197124)

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scientific article; zbMATH DE number 7819553
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Test for conditional quantile change in general conditional heteroscedastic time series models
scientific article; zbMATH DE number 7819553

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    Test for conditional quantile change in general conditional heteroscedastic time series models (English)
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    16 March 2024
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    change point detection
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    conditional heteroscedastic time series models
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    CUSUM test
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    quantile regression
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    risk management
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