A General Quantile Function Model for Economic and Financial Time Series

DOI10.1080/07474938.2014.976528zbMath1491.62030OpenAlexW2013092741MaRDI QIDQ5863651

Yuzhi Cai

Publication date: 3 June 2022

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: https://cronfa.swan.ac.uk/Record/cronfa21661/Download/0021661-22022016103049.pdf

zbMATH Keywords

Bayesian approachcurrency exchange ratesGerman DAXquantile functions models

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Bayesian inference (62F15)

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