Pages that link to "Item:Q5155187"
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The following pages link to Quantile Estimation of Regression Models with GARCH-X Errors (Q5155187):
Displaying 9 items.
- Composite quantile regression estimation for P-GARCH processes (Q295137) (← links)
- Quantile regression for location-scale time series models with conditional heteroscedasticity (Q2821474) (← links)
- MCMC methods for quantile regression of GARCH models (Q2824380) (← links)
- Conditional Quantile Estimation for Generalized Autoregressive Conditional Heteroscedasticity Models (Q3069899) (← links)
- Quantile Regression Estimator for GARCH Models (Q4911963) (← links)
- QUANTILE DOUBLE AUTOREGRESSION (Q5104481) (← links)
- GARCH Model Estimation Using Estimated Quadratic Variation (Q5863577) (← links)
- Variable selection for quantile autoregressive model: Bayesian methods versus classical methods (Q6571997) (← links)
- Model-averaging-based semiparametric modeling for conditional quantile prediction (Q6649847) (← links)