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