Quantile Regression Estimator for GARCH Models
| Year of publication: |
2013
|
|---|---|
| Authors: | LEE, SANGYEOL ; NOH, JUNGSIK |
| Published in: |
Scandinavian Journal of Statistics. - Danish Society for Theoretical Statistics, ISSN 0303-6898. - Vol. 40.2013, 1, p. 2-20
|
| Publisher: |
Danish Society for Theoretical Statistics Finnish Statistical Society Norwegian Statistical Association Swedish Statistical Association |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10010642400