Weighted composite quantile regression estimation of DTARCH models (Q5093220)
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scientific article; zbMATH DE number 7563578
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weighted composite quantile regression estimation of DTARCH models |
scientific article; zbMATH DE number 7563578 |
Statements
Weighted composite quantile regression estimation of DTARCH models (English)
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26 July 2022
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conditional heteroscedasticity
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double-threshold
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weighted composite quantile regression
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