Capturing deep tail risk via sequential learning of quantile dynamics

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Publication:2007859

DOI10.1016/J.JEDC.2019.103771zbMath1425.91435OpenAlexW2966027283WikidataQ127187277 ScholiaQ127187277MaRDI QIDQ2007859

Qi Wu, Xing Yan

Publication date: 22 November 2019

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jedc.2019.103771





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