Predictive quantile regressions under persistence and conditional heteroskedasticity (Q2330756)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Predictive quantile regressions under persistence and conditional heteroskedasticity |
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Predictive quantile regressions under persistence and conditional heteroskedasticity (English)
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23 October 2019
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\(\alpha\)-mixing process
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conditional heteroskedasticity
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moving block bootstrap
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predictive regression
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quantile regression
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