Weighted composite quantile regression estimation of DTARCH models
Jiancheng Jiang, Xuejun Jiang and Xinyuan Song
| Year of publication: |
2014
|
|---|---|
| Authors: | Jiang, Jiancheng ; Jiang, Xuejun ; Song, Xinyuan |
| Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-4221, ZDB-ID 1412265-0. - Vol. 17.2014, 1, p. 1-23
|
| Subject: | Conditional heteroscedasticity | Double-threshold | Weighted composite quantile regression | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory | Heteroskedastizität | Heteroscedasticity |
| 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/10010498763