Quantile Regression Estimator for GARCH Models
Version of Record online: 26 JAN 2012
© 2012 Board of the Foundation of the Scandinavian Journal of Statistics
Scandinavian Journal of Statistics
Volume 40, Issue 1, pages 2–20, March 2013
How to Cite
LEE, S. and NOH, J. (2013), Quantile Regression Estimator for GARCH Models. Scandinavian Journal of Statistics, 40: 2–20. doi: 10.1111/j.1467-9469.2011.00759.x
- Issue online: 15 FEB 2013
- Version of Record online: 26 JAN 2012
- Received September 2010, in final form August 2011
A supplementary appendix contains detailed proofs of lemmas 2-5 and the statements and proofs of auxiliary lemmas A.1--A.4 cited in section 5.
|SJOS_759_sm_proofs-of-lemma.pdf||217K||Supporting info item|
|SJOS_759_sm_proofs-of-lemma.tex||76K||Supporting info item|
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