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

Chang Kyeom Kim, Sangyeol Lee

Publication date: 16 March 2024

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)






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