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Conditional quantile estimation for GARCH models
Xiao, Zhijie
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Koenker, Roger
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2009
Persistent link: https://www.econbiz.de/10003901820
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Copula-based nonlinear quantile autoregression
Chen, Xiaohong
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Koenker, Roger
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Xiao, Zhijie
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2008
Persistent link: https://www.econbiz.de/10003839704
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