메뉴 건너뛰기




Volumn 38, Issue 2, 1997, Pages 125-148

Quantile smoothing in financial time series

Author keywords

[No Author keywords available]

Indexed keywords


EID: 0642280623     PISSN: 09325026     EISSN: None     Source Type: Journal    
DOI: 10.1007/bf02925220     Document Type: Article
Times cited : (9)

References (21)
  • 3
    • 0010072133 scopus 로고
    • Asymptotic theory for regression quantile estimators in the heteroscedastic regression model
    • (Eds.: Mandel P., Huŝhová M.), Physica-Verlag, Heidelberg
    • Aerts M., Janssen P., Veraverbeke N. (1993): Asymptotic theory for regression quantile estimators in the heteroscedastic regression model, in: Asymptotic Statistics (Eds.: Mandel P., Huŝhová M.), Physica-Verlag, Heidelberg.
    • (1993) Asymptotic Statistics
    • Aerts, M.1    Janssen, P.2    Veraverbeke, N.3
  • 5
    • 42449156579 scopus 로고
    • Generalized Autoregressive Conditional Heteroskedasticity
    • Bollerslev T. (1986): Generalized Autoregressive Conditional Heteroskedasticity, Journal of Econometrics 31, 307-327.
    • (1986) Journal of Econometrics , vol.31 , pp. 307-327
    • Bollerslev, T.1
  • 9
    • 0000051984 scopus 로고
    • Autoregressive Conditional Heteroskedasticity with Estimates of the Variance of United Kingdom Inflation
    • Engle R.F. (1982): Autoregressive Conditional Heteroskedasticity with Estimates of the Variance of United Kingdom Inflation, Econometrica 50, 987-1007.
    • (1982) Econometrica , vol.50 , pp. 987-1007
    • Engle, R.F.1
  • 15
    • 84952520952 scopus 로고
    • Modelling Heteroskedasticity in Daily Foreign-Exchange Rates
    • Hsieh D.A. (1989): Modelling Heteroskedasticity in Daily Foreign-Exchange Rates, Journal of Business & Economic Statistics 7, 307-317.
    • (1989) Journal of Business & Economic Statistics , vol.7 , pp. 307-317
    • Hsieh, D.A.1
  • 17
  • 21
    • 0000225504 scopus 로고
    • Conditional Empirical Processes
    • Stute W. (1986): Conditional Empirical Processes, Annals of Statistics 14, 638-647.
    • (1986) Annals of Statistics , vol.14 , pp. 638-647
    • Stute, W.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.