Quantile autoregressive conditional heteroscedasticity (Q6606099)
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scientific article; zbMATH DE number 7914002
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| English | Quantile autoregressive conditional heteroscedasticity |
scientific article; zbMATH DE number 7914002 |
Statements
Quantile autoregressive conditional heteroscedasticity (English)
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16 September 2024
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composite quantile regression
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conditional quantile estimation
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GARCH model
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strict stationarity
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Tukey-lambda distribution
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