A General Quantile Function Model for Economic and Financial Time Series
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Publication:5863651
DOI10.1080/07474938.2014.976528zbMath1491.62030OpenAlexW2013092741MaRDI QIDQ5863651
Publication date: 3 June 2022
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: https://cronfa.swan.ac.uk/Record/cronfa21661/Download/0021661-22022016103049.pdf
Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Bayesian inference (62F15)
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