Modeling Autoregressive Processes with Moving-Quantiles-Implied Nonlinearity

Isao Ishida, Virmantas Kvedaras

Open source

DOI
10.3390/econometrics3010002
Published
2015-01-16
Container
Econometrics
Publisher
MDPI AG
Open access
unknown

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BibTeX

@article{allodium:10.3390/econometrics3010002,
  title = {Modeling Autoregressive Processes with Moving-Quantiles-Implied Nonlinearity},
  author = {Isao Ishida and Virmantas Kvedaras},
  year = {2015},
  journal = {Econometrics},
  doi = {10.3390/econometrics3010002},
  url = {https://doi.org/10.3390/econometrics3010002}
}

RIS

TY  - JOUR
TI  - Modeling Autoregressive Processes with Moving-Quantiles-Implied Nonlinearity
AU  - Isao Ishida
AU  - Virmantas Kvedaras
PY  - 2015
JO  - Econometrics
DO  - 10.3390/econometrics3010002
UR  - https://doi.org/10.3390/econometrics3010002
ER  - 

APA

Ishida, I., & Kvedaras, V. (2015). Modeling Autoregressive Processes with Moving-Quantiles-Implied Nonlinearity. Econometrics. https://doi.org/10.3390/econometrics3010002

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