Conditional Quantile Estimation and Inference for ARCH Models
| Year of publication: |
1996
|
|---|---|
| Authors: | Koenker, Roger ; Zhao, Quanshui |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 12.1996, 5, p. 793-813
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