Test for conditional quantile change in general conditional heteroscedastic time series models
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Publication:6197124
DOI10.1007/s10463-023-00889-zMaRDI QIDQ6197124
Publication date: 16 March 2024
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
quantile regressionrisk managementCUSUM testchange point detectionconditional heteroscedastic time series models
Cites Work
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