Semiparametric nonlinear quantile regression model for financial returns

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SYSNO	0472346
Title	Semiparametric nonlinear quantile regression model for financial returns
Author(s)	Avdulaj, Krenar (UTIA-B) [E] Baruník, Jozef (UTIA-B) [E]_{RID, ORCID}
Source Title	Studies in Nonlinear Dynamics and Econometrics. Roč. 21, č. 1 (2017), s. 81-97
Document Type	Článek v odborném periodiku
Grant	GBP402/12/G097 GA ČR - Czech Science Foundation (CSF), CZ - Czech Republic
Institutional support	UTIA-B - RVO:67985556
Language	eng
Country	US
Keywords	copula quantile regression * realized volatility * value-at-risk
Cooperating institutions	Institute of Economic Studies, Faculty of Social Sciences, Charles University in Prague (Czech Republic)
URL	http://library.utia.cas.cz/separaty/2017/E/avdulaj-0472346.pdf
Permanent Link	http://hdl.handle.net/11104/0271353

Number of the records: 1