Conditional quantile estimation for generalized autoregressive conditional heteroscedasticity models

Xiao, Zhijie, and Roger Koenker. “Conditional quantile estimation for generalized autoregressive conditional heteroscedasticity models”, 2009. http://hdl.handle.net/2345/2520.
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Title
Conditional quantile estimation for generalized autoregressive conditional heteroscedasticity models
Author
Xiao, Zhijie
Koenker, Roger
School
Arts and Sciences
Discipline
Economics
Genre
article
Date Issued
2009
Version Identification
Post-print version of an article published in Journal of the American Statistical Association 104(488): 1696-1712. doi:10.1198/jasa.2009.tm09170.
Persistent Link
http://hdl.handle.net/2345/2520
Use Restrictions
These materials are made available for use in research, teaching and private study, pursuant to U.S. Copyright Law. The user must assume full responsibility for any use of the materials, including but not limited to, infringement of copyright and publication rights of reproduced materials. Any materials used for academic research or otherwise should be fully credited with the source. The publisher or original authors may retain copyright to the materials.

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