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Quantile Time Series Regression Models Revisited

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  • Christis Katsouris

Abstract

This article discusses recent developments in the literature of quantile time series models in the cases of stationary and nonstationary underline stochastic processes.

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  • Christis Katsouris, 2023. "Quantile Time Series Regression Models Revisited," Papers 2308.06617, arXiv.org, revised Aug 2023.
    • Handle: RePEc:arx:papers:2308.06617
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