Conditional quantile estimation for generalized autoregressive conditional heteroscedasticity models

Business & Economics

• Approximation 17%
• Asymmetry 10%
• Asymptotic Properties 13%
• Conditional Quantiles 90%
• Estimator 17%
• Financial Data 10%
• Generalized Autoregressive Conditional Heteroscedasticity 82%
• Generated Regressors 18%
• Minimum Distance Estimation 18%
• Modeling 6%
• Quantile 11%
• Quantile Estimation 99%
• Quantile Regression 100%
• Return Distribution 12%
• Risk Management 8%
• Tail Behavior 15%

Mathematics

• Approximation 10%
• Asymptotic Properties 9%
• Class 3%
• Conditional Heteroscedasticity 96%
• Conditional Quantiles 84%
• Minimum Distance Estimation 16%
• Minimum Distance Estimator 15%
• Model 21%
• Modeling 6%
• Quantile 21%
• Quantile Estimation 86%
• Risk Management 14%
• Tail Behavior 13%
• Time series 19%