A COMPARATIVE STUDY OF MONOTONE QUANTILE REGRESSION METHODS FOR FINANCIAL RETURNS
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Publication:2806360
DOI10.1142/S0219024916500163zbMath1337.62319OpenAlexW2328874041MaRDI QIDQ2806360
Publication date: 17 May 2016
Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1142/s0219024916500163
Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70)
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