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~isPartOf:"Applied quantitative finance"
~isPartOf:"Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques"
~person:"Härdle, Wolfgang"
~subject:"Multivariate analysis"
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Applied quantitative finance
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
SFB 649 discussion paper
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Time varying quantile Lasso
Härdle, Wolfgang
;
Wang, Weining
;
Zboňáková, L.
- In:
Applied quantitative finance
,
(pp. 331-353)
.
2017
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