Quantile Double AR Time Series Models for Financial Returns
| Year of publication: |
2013
|
|---|---|
| Authors: | Cai, Yuzhi ; Gabriel Montes‐Rojas ; Olmo, Jose |
| Published in: |
Journal of Forecasting. - John Wiley & Sons, Ltd.. - Vol. 32.2013, 6, p. 551-560
|
| Publisher: |
John Wiley & Sons, Ltd. |