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subject:"ARCH model"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Zikes, Filip"
~subject:"Statistical distribution"
~type:"article"
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Semi-parametric conditional quantile models for financial returns and realized volatility
Zikes, Filip
;
Barunik, Jozef
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
1
,
pp. 185-226
Persistent link: https://www.econbiz.de/10011588557
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