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Multivariate Quantile Impulse Response Functions
Montes‐Rojas, Gabriel
- In:
Journal of Time Series Analysis
40
(
2019
)
5
,
pp. 739-752
Persistent link: https://www.econbiz.de/10012094976
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Threshold quantile autoregressive models
Antonio F. Galvao Jr.
;
Gabriel Montes‐Rojas
;
Olmo, Jose
- In:
Journal of Time Series Analysis
32
(
2011
)
3
,
pp. 253-267
Persistent link: https://www.econbiz.de/10009215479
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