Estimation and Application of Fully Parametric Multifactor Quantile Regression with Dynamic Coefficients

Paraschiv, FlorentinaFlorentinaParaschivBunn, DerekDerekBunnWestgaard, SjurSjurWestgaard2023-04-132023-04-132016-03-03https://www.alexandria.unisg.ch/handle/20.500.14171/104589enEstimation and Application of Fully Parametric Multifactor Quantile Regression with Dynamic Coefficientsworking paper