Composite quantile regression estimation for P-GARCH processes
Crossref DOI link: https://doi.org/10.1007/s11425-015-5115-0
Published Online: 2016-01-06
Published Print: 2016-05
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Zhao, Biao
Chen, Zhao
Tao, GuiPing
Chen, Min
Text and Data Mining valid from 2016-01-06