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Article: Hybrid quantile estimation for asymmetric power GARCH models

TitleHybrid quantile estimation for asymmetric power GARCH models
Authors
Wang, GZhu, KLi, GLi, WK
Issue Date2022
Citation
Journal of Econometrics, 2022, v. 227, p. 264-284 How to Cite?
DOI: http://dx.doi.org/10.1016/j.jeconom.2020.05.005
Persistent Identifierhttp://hdl.handle.net/10722/312754
ISI Accession Number ID
WOS:000760554100015

 

DC FieldValueLanguage
dc.contributor.authorWang, G-
dc.contributor.authorZhu, K-
dc.contributor.authorLi, G-
dc.contributor.authorLi, WK-
dc.date.accessioned2022-05-12T10:55:07Z-
dc.date.available2022-05-12T10:55:07Z-
dc.date.issued2022-
dc.identifier.citationJournal of Econometrics, 2022, v. 227, p. 264-284-
dc.identifier.urihttp://hdl.handle.net/10722/312754-
dc.languageeng-
dc.relation.ispartofJournal of Econometrics-
dc.titleHybrid quantile estimation for asymmetric power GARCH models-
dc.typeArticle-
dc.identifier.emailZhu, K: mazhuke@hku.hk-
dc.identifier.emailLi, G: gdli@hku.hk-
dc.identifier.authorityZhu, K=rp02199-
dc.identifier.authorityLi, G=rp00738-
dc.identifier.doi10.1016/j.jeconom.2020.05.005-
dc.identifier.hkuros332923-
dc.identifier.volume227-
dc.identifier.spage264-
dc.identifier.epage284-
dc.identifier.isiWOS:000760554100015-

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