Crossmark

Conditional quantile estimation for GARCH model based on mixed-frequency data

Published Online: 2025-04-26

Published Print: 2025-06

Authors

Zhang, Zhenming

Zhao, Shishun

Cheng, Jianhua https://orcid.org/0000-0002-8615-1496
Li, Jiamin
Funding

Funding for this research was provided by:

National Natural Science Foundation of China (11901053)

Natural Science Foundation of Jilin Province (20210101149)

Scientific Research Project of Jilin Provincial Department of Education (JJKH20220671KJ, 12271231)
License Information

Text and Data Mining valid from 2025-04-26

Version of Record valid from 2025-04-26
More Information

Article History

Received: 3 January 2025

Revised: 4 March 2025

First Online: 26 April 2025

Declarations

:

: On behalf of all authors, the corresponding author states that there is no Conflict of interest.

Document is current