Copula-based nonlinear quantile autoregression
Xiaohong Chen, Roger Koenker and Zhijie Xiao
| Year of publication: |
2009
|
|---|---|
| Authors: | Chen, Xiaohong ; Koenker, Roger ; Xiao, Zhijie |
| Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-4221, ZDB-ID 1412265-0. - Vol. 12.2009, S1, p. 50-67
|
| Subject: | Zeitreihenanalyse | Time series analysis | Nichtlineare Regression | Nonlinear regression | Multivariate Verteilung | Multivariate distribution | Regressionsanalyse | Regression 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/10003876289