Weighted composite quantile regression estimation of DTARCH models
Year of publication: |
2014
|
---|---|
Authors: | Jiang, Jiancheng ; Jiang, Xuejun ; Song, Xinyuan |
Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-4221, ZDB-ID 1412265-0. - Vol. 17.2014, 1, p. 1-23
|
Subject: | Conditional heteroscedasticity | Double-threshold | Weighted composite quantile regression | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory | Schätzung | Estimation | Heteroskedastizität | Heteroscedasticity |
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