Test for conditional quantile change in general conditional heteroscedastic time series models
Crossref DOI link: https://doi.org/10.1007/s10463-023-00889-z
Published Online: 2023-12-15
Published Print: 2024-04
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Lee, Sangyeol
Kim, Chang Kyeom
Text and Data Mining valid from 2023-12-15
Version of Record valid from 2023-12-15
Article History
Received: 8 June 2023
Revised: 19 October 2023
Accepted: 24 October 2023
First Online: 15 December 2023