Semi-parametric conditional quantile models for financial returns and realized volatility
| Author(s): | doc. PhDr. Jozef Baruník Ph.D., |
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| Type: | Articles in journals with impact factor |
| Year: | 2016 |
| Number: | 0 |
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| Published in: | Journal of Financial Econometrics, 14 (1), 185-226 preprint here PDF |
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| Abstract: |
