Specification tests of parametric dynamic conditional quantiles
| Year of publication: |
2010
|
|---|---|
| Authors: | Escanciano, Juan Carlos ; Velasco, Carlos |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 159.2010, 1, p. 209-222
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