Conditional Quantile Estimation for Generalized Autoregressive Conditional Heteroscedasticity Models
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Publication:3069899
DOI10.1198/jasa.2009.tm09170zbMath1205.62136OpenAlexW1991620995MaRDI QIDQ3069899
Publication date: 1 February 2011
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1198/jasa.2009.tm09170
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