Pages that link to "Item:Q888341"
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The following pages link to Statistical inference for conditional quantiles in nonlinear time series models (Q888341):
Displaying 7 items.
- Quantile Co-Movement in Financial Markets: A Panel Quantile Model With Unobserved Heterogeneity (Q114808) (← links)
- Frontiers in time series and financial econometrics: an overview (Q888316) (← links)
- Stochastic tail index model for high frequency financial data with Bayesian analysis (Q1644258) (← links)
- Estimation and test for quantile nonlinear cointegrating regression (Q1672711) (← links)
- Hybrid quantile estimation for asymmetric power GARCH models (Q2116338) (← links)
- A quantile function approach to the distribution of financial returns following TGARCH models (Q3389299) (← links)
- Quasi‐maximum likelihood estimation of conditional autoregressive Wishart models (Q4997698) (← links)