Conditional quantile estimation for generalized autoregressive conditional heteroscedasticity models
Zhijie Xiao and Roger Koenker
| Year of publication: |
2009
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|---|---|
| Authors: | Xiao, Zhijie ; Koenker, Roger |
| Published in: |
Journal of the American Statistical Association : JASA. - Philadelphia, Pa. : Taylor & Francis Group, ISSN 0162-1459, ZDB-ID 207602-0. - Vol. 104.2009, 488, p. 1696-1712
|
| Subject: | Schätztheorie | Estimation theory | ARCH-Modell | ARCH model | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003993253