Quantile smoothing in financial time series

DOI10.1007/BF02925220zbMath1003.62544OpenAlexW2042316765MaRDI QIDQ1360288

Klaus Abberger

Publication date: 15 January 2003

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02925220

Mathematics Subject Classification ID

Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Economic time series analysis (91B84)

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