Narrow search
Showing 1 - 1 of 1
Cover Image
Efficient estimation of financial risk by regressing the quantiles of parametric distributions : an application to CARR models
Chan, Jennifer So Kuen; Kok Haur Ng; Thanakorn … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 23 (2019) 2, pp. 1-22
Persistent link: https://www.econbiz.de/10012054882