Threshold quantile autoregressive models

By A. Galvao Jr., Gabriel Montes-Rojas, Jose Olmo. 2011

62 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/8b8af12e3c66c1a342401a365eda4750508ba49a