Prediction of Extremal Expectile Based on Regression Models With Heteroscedastic Extremes
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Publication:6620881
DOI10.1080/07350015.2020.1833890zbMATH Open1547.62958MaRDI QIDQ6620881
Publication date: 17 October 2024
Published in: Journal of Business and Economic Statistics (Search for Journal in Brave)
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