Consistent m-estimators in a semi-parametric model
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Bibliographic InfoPaper provided by CEPREMAP in its series CEPREMAP Working Papers (Couverture Orange) with number 8720.
Length: 54 pages
Date of creation: 1987
Date of revision:
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- Joan Jasiak & C. Gourieroux, 2006.
"Dynamic Quantile Models,"
2006_4, York University, Department of Economics.
- Komunjer, Ivana, 2002.
"Quasi-Maximum Likelihood Estimation for Conditional Quantiles,"
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- Komunjer, Ivana, 2005. "Quasi-maximum likelihood estimation for conditional quantiles," Journal of Econometrics, Elsevier, vol. 128(1), pages 137-164, September.
- Andrew Patton, 2006.
"Volatility Forecast Comparison using Imperfect Volatility Proxies,"
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175, Quantitative Finance Research Centre, University of Technology, Sydney.
- Patton, Andrew J., 2011. "Volatility forecast comparison using imperfect volatility proxies," Journal of Econometrics, Elsevier, vol. 160(1), pages 246-256, January.
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