Threshold Quantile Autoregressive Models

Researcher: 
Olmo Badenas, José
Congress: 
Royal Economic Society
Participation type: 
Comunicación oral
Other authors: 
Antonio Galvao, Gabriel Montes-Rojas y Jose Olmo
Year: 
2009
Location: 
Surrey
Publication: 
Antonio Galvao, Gabriel Montes-Rojas y Jose Olmo. Threshold Quantile Autoregressive Models. En: Royal Economic Society. Surrey: , 2009