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Quantile Double AR Time Series Models for Financial Returns
Cai, Yuzhi; Gabriel Montes‐Rojas; Olmo, Jose - In: Journal of Forecasting 32 (2013) 6, pp. 551-560
Persistent link: https://www.econbiz.de/10011006234
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Threshold quantile autoregressive models
Antonio F. Galvao Jr.; Gabriel Montes‐Rojas; Olmo, Jose - In: Journal of Time Series Analysis 32 (2011) 3, pp. 253-267
Persistent link: https://www.econbiz.de/10009215479