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Semiparametric nonlinear quantile regression model for financial returns
SYS 0472346 LBL 01000a^^22220027750^450 005 20240103213753.0 014 $a 85013269709 $2 SCOPUS 014 $a 000394467800006 $2 WOS 017 $a 10.1515/snde-2016-0044 $2 DOI 100 $a 20170309d m y slo 03 ba 101 $a eng 102 $a US 200 1-
$a Semiparametric nonlinear quantile regression model for financial returns 215 $a 17 s. $c P 463 -1
$1 001 cav_un_epca*0255788 $1 011 $a 1081-1826 $e 1558-3708 $1 200 1 $a Studies in Nonlinear Dynamics and Econometrics $v Roč. 21, č. 1 (2017), s. 81-97 610 $a copula quantile regression 610 $a realized volatility 610 $a value-at-risk 700 -1
$3 cav_un_auth*0294289 $i Ekonometrie $j Department of Econometrics $k E $l E $w Department of Econometrics $4 070 $9 50% $a Avdulaj $b Krenar $p UTIA-B $y CZ $T Ústav teorie informace a automatizace AV ČR, v. v. i. 701 -1
$3 cav_un_auth*0242028 $i Ekonometrie $j Department of Econometrics $k E $l E $w Department of Econometrics $4 070 $9 50% $a Baruník $b Jozef $p UTIA-B $y CZ $T Ústav teorie informace a automatizace AV ČR, v. v. i. 856 $u http://library.utia.cas.cz/separaty/2017/E/avdulaj-0472346.pdf
Number of the records: 1