Modeling autoregressive processes with moving-quantiles-implied nonlinearity
Year of publication: |
2015
|
---|---|
Authors: | Ishida, Isao ; Kvedaras, Virmantas |
Published in: |
Econometrics. - Basel : MDPI, ISSN 2225-1146. - Vol. 3.2015, 1, p. 2-54
|
Publisher: |
Basel : MDPI |
Subject: | forecasting | moving quantiles | non-linearity | realized volatility | test |
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