Conditional Quantile Estimation for Generalized Autoregressive Conditional Heteroscedasticity Models
Year of publication: |
2009
|
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Authors: | Xiao, Zhijie ; Koenker, Roger |
Published in: |
Journal of the American Statistical Association. - American Statistical Association. - Vol. 104.2009, 488, p. 1696-1712
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Publisher: |
American Statistical Association |
Saved in:
freely available
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