✦ LIBER ✦

Quantile Regression Estimator for GARCH Models

✍ Scribed by SANGYEOL LEE; JUNGSIK NOH

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

An alternative simple quantile regressio

✍ Zhengyu Zhang; Pingfang Zhu 📂 Article 📅 2013 🏛 Elsevier Science 🌐 English ⚖ 218 KB

A new estimator method for GARCH models

✍ R. N. Onody; G. M. Favaro; E. R. Cazaroto 📂 Article 📅 2007 🏛 Springer 🌐 English ⚖ 535 KB

Regression Models for Quantiles

✍ Yu. N. Blagoveshchenskii; I. V. Svyatodukh 📂 Article 📅 2001 🏛 Springer US 🌐 English ⚖ 134 KB

Quantile inference for heteroscedastic r

✍ Ngai Hang Chan; Rong-Mao Zhang 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 255 KB

An informative subset-based estimator fo

✍ Yanlin Tang, Huixia Judy Wang, Xuming He, Zhongyi Zhu 📂 Article 📅 2011 🏛 CrossRef test prefix 🌐 English ⚖ 704 KB

Efficient quantile estimation for functi

✍ Zhangong Zhou; Rong Jiang; Weimin Qian 📂 Article 📅 2011 🏛 Coastal and Estuarine Research Federation 🌐 English ⚖ 231 KB