Quantile cointegrating regression (Q302196)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Quantile cointegrating regression |
scientific article; zbMATH DE number 6600715
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quantile cointegrating regression |
scientific article; zbMATH DE number 6600715 |
Statements
Quantile cointegrating regression (English)
0 references
4 July 2016
0 references
ARCH/GARCH
0 references
cointegration
0 references
portfolio optimization
0 references
quantile regression
0 references
time varying
0 references
0 references
0 references
