Pages that link to "Item:Q1930398"
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The following pages link to Smooth transition quantile capital asset pricing models with heteroscedasticity (Q1930398):
Displaying 6 items.
- Bayesian tail risk interdependence using quantile regression (Q273621) (← links)
- Unified Bayesian conditional autoregressive risk measures using the skew exponential power distribution (Q2062348) (← links)
- Semi-parametric quantile estimation for double threshold autoregressive models with heteroskedasticity (Q2255921) (← links)
- Quantile Regression Under Asymmetric Laplace Distribution in Capital Asset Pricing Model (Q4558838) (← links)
- Testing for a unit root in a nonlinear quantile autoregression framework (Q5862504) (← links)
- Quantile three-factor model with heteroskedasticity, skewness, and leptokurtosis (Q6168909) (← links)
