A semiparametric nonlinear quantile regression model for financial returns (Q2691693)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A semiparametric nonlinear quantile regression model for financial returns |
scientific article |
Statements
A semiparametric nonlinear quantile regression model for financial returns (English)
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30 March 2023
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copula quantile regression
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realized volatility
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value-at-risk
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0.88228005
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0.8784264
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0.8762463
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0.8757429
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0.87408733
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0.8727588
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0.8708939
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