A consistent specification test for dynamic quantile models (Q5087324)
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scientific article; zbMATH DE number 7555001
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A consistent specification test for dynamic quantile models |
scientific article; zbMATH DE number 7555001 |
Statements
A consistent specification test for dynamic quantile models (English)
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11 July 2022
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bootstrap
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VaR
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series regression
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strong approximation
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