research
∙
08/29/2023
Parametric quantile autoregressive conditional duration models with application to intraday value-at-risk
The modeling of high-frequency data that qualify financial asset transac...
share
research
∙
05/31/2022
Parametric quantile autoregressive moving average models with exogenous terms applied to Walmart sales data
Parametric autoregressive moving average models with exogenous terms (AR...
research
∙
07/21/2021
Scale-mixture Birnbaum-Saunders quantile regression models applied to personal accident insurance data
The modeling of personal accident insurance data has been a topic of ext...
research
∙
10/19/2020