A Bayesian Quantile Time Series Model for Asset Returns
type: Item
instance of: scholarly article
title: A Bayesian Quantile Time Series Model for Asset Returns
zbMATH Open document ID: 1547.62739
DOI: 10.1080/07350015.2020.1766470
author: J. E. Griffin
author: Gelly Mitrodima
published in: Journal of Business and Economic Statistics
publication date: 2024-10-17T00:00:00Z
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 7928156
MaRDI profile type: MaRDI publication profile
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description: scientific article; zbMATH DE number 7928156