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Robust Quantile Time Series in Financial Time Series Models

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https://hal-centralesupelec.archives-ouvertes.fr/hal-02985580
Contributor : Pascal Bondon <>
Submitted on : Monday, November 2, 2020 - 12:13:48 PM
Last modification on : Wednesday, November 4, 2020 - 3:25:12 AM

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  • HAL Id : hal-02985580, version 1

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Ian Danilevicz, Valderio A. Reisen, Pascal Bondon. Robust Quantile Time Series in Financial Time Series Models. 14th International Conference on Computational and Financial Econometrics, Dec 2020, Londres, United Kingdom. ⟨hal-02985580⟩

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