Conditional Quantile Estimation for Generalized Autoregressive Conditional Heteroscedasticity Models (Q3069899)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Conditional Quantile Estimation for Generalized Autoregressive Conditional Heteroscedasticity Models |
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Conditional Quantile Estimation for Generalized Autoregressive Conditional Heteroscedasticity Models (English)
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1 February 2011
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conditional heteroscedasticity
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GARCH models
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quantile autoregression
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