Semiparametric modeling of multiple quantiles
Year of publication: |
2023
|
---|---|
Authors: | Catania, Leopoldo ; Luati, Alessandra |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 237.2023, 2,2, p. 1-16
|
Subject: | Dynamic quantiles | Risk management | Score driven models | Theorie | Theory | Risikomanagement | Nichtparametrisches Verfahren | Nonparametric statistics | Risikomaß | Risk measure |
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