-varying quantiles. The methods are applied to the Hong Kong and Korean stock market indices. Some interesting movements are detected …

Quantiles provide a comprehensive description of the properties of a variable and tracking changes in quantiles over …-tailed. Tests for changing dispersion and asymmetry may be based on contrasts between particular quantiles or expectiles. We report …

Quantiles provide a comprehensive description of the properties of a variable and tracking changes in quantiles over …-tailed. Tests for changing dispersion and asymmetry may be based on contrasts between particular quantiles or expectiles. We report …