Copula-based nonlinear quantile autoregression

Chen, Xiaohong, Roger Koenker, and Zhijie Xiao. “Copula-based nonlinear quantile autoregression”, 2009. http://hdl.handle.net/2345/2493.

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Title: Copula-based nonlinear quantile autoregression
Author: Chen, Xiaohong
Koenker, Roger
Xiao, Zhijie
School: Arts and Sciences
Discipline: Economics
Genre: article
Date Issued: 2009
General Note: The definitive version is available at www3.interscience.wiley.com.
Version Identification: Pre-print version of an article published in Econometrics Journal 12(1): S50-S67. doi:10.1111/j.1368-423X.2008.00274.x.
Persistent Link: http://hdl.handle.net/2345/2493
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