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Q5143678 - MaRDI portal

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scientific article; zbMATH DE number 7295889
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English
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scientific article; zbMATH DE number 7295889

    Statements

    author
    Wuyi Ye
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    Ronggui Ma
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    Zun Wu
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    publication date
    14 January 2021
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    zbMATH Keywords
    quantile regression
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    smoothing mechanism transition
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    volatility index
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    value at risk
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    Identifiers

    Mathematics Subject Classification ID
    62G08
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    62P05
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    91B05
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    zbMATH DE Number
    7295889
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