Quantile Double AR Time Series Models for Financial Returns
| Year of publication: |
2013
|
|---|---|
| Authors: | Cai, Yuzhi ; Montes‐Rojas, Gabriel ; Olmo, Jose |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 7834329. - Vol. 32.2013, 6, p. 551-560
|