Dynamic quantile function models
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Publication:5039628
DOI10.1080/14697688.2022.2053193zbMath1500.91129arXiv1707.02587OpenAlexW3122570689MaRDI QIDQ5039628
Gareth W. Peters, Wilson Y. Chen, Scott A. Sisson, Richard H. Gerlach
Publication date: 30 September 2022
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1707.02587
Nonparametric regression and quantile regression (62G08) Applications of statistics to actuarial sciences and financial mathematics (62P05) Financial markets (91G15)
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