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Dynamic quantile models. (English) Zbl 1429.62396
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Author
- Andreou, Elena (2)
- Davis, Richard A. (1)
- Ghysels, Eric (1)
- Gourieroux, Christian (1)
- Jasiak, Joann (1)
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- Wan, Phyllis (1)
- Werker, Bas J. M. (1)
Volume
- 227, No. 2 (2022) (1)
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