Quantile double AR time series models for financial returns
Yuzhi Cai, Gabriel Montes-Rojas and Jose Olmo
| Year of publication: |
2013
|
|---|---|
| Authors: | Cai, Yuzhi ; Montes-Rojas, Gabriel ; Olmo, Jose |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 32.2013, 6, p. 551-560
|
| Subject: | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Kapitaleinkommen | Capital income |
| Extent: | graph. Darst. |
|---|---|
| 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/10009789563