Hybrid quantile regression estimation for time series models with conditional heteroscedasticity
| Year of publication: |
2018
|
|---|---|
| Authors: | Zheng, Yao ; Zhu, Qianqian ; Li, Guodong ; Xiao, Zhijie |
| Published in: |
Journal of the Royal Statistical Society: Series B (Statistical Methodology). - Wiley, ISSN 1369-7412, ZDB-ID 1490719-7. - Vol. 80.2018, 5 (03.06.), p. 975-993
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1111/rssb.12277 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012097266