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  • Search: subject:"Generalized exponentially weighted moving average quantile model"
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Conditional quantile 1 Estimation theory 1 Generalized exponentially weighted moving average quantile model 1 Induktive Statistik 1 Quantile time series model 1 Regression analysis 1 Regressionsanalyse 1 Risikomaß 1 Risk measure 1 Schätztheorie 1 Statistical inference 1 Stochastic process 1 Stochastischer Prozess 1 Time series analysis 1 Value at risk 1 Zeitreihenanalyse 1
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English 1
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Zhu, Ke 1
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Journal of econometrics 1
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A new generalized exponentially weighted moving average quantile model and its statistical inference
Zhu, Ke - In: Journal of econometrics 237 (2023) 1, pp. 1-25
Persistent link: https://www.econbiz.de/10014471471
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