Dynamic quantile models
C. Gourieroux; J. Jasiak
| Year of publication: |
2008
|
|---|---|
| Authors: | Gouriéroux, Christian ; Jasiak, Joann |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 147.2008, 1, p. 198-205
|
| Subject: | Risikomaß | Risk measure | Schätztheorie | Estimation theory | Momentenmethode | Method of moments |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003783800