nonlinear, possibly nonsmooth M-estimation methods, covering generalized linear, robust, and quantile regression models. We …

gated recurrent unit neural network with an attentional mechanism and a quantile regression model forecast wind speeds …

-term) and permanent (long-term) parts, and then these volatilities are embedded in an elaborate robust linear quantile … regression model. We find that the risk spillover effect is relatively low in Central and Eastern European countries (CEECs …