Conditional quantile estimation and inference for ARCH models
Year of publication: |
1996
|
---|---|
Authors: | Koenker, Roger |
Other Persons: | Zhao, Quanshui (contributor) |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 12.1996, 5, p. 793-813
|
Subject: | Heteroskedastizitätsanalyse | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
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