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Title: Conditional quantile analysis for realized GARCH models
Award ID(s):
1913149
PAR ID:
10355758
Author(s) / Creator(s):
; ;
Date Published:
Journal Name:
Journal of Time Series Analysis
Volume:
43
Issue:
4
ISSN:
0143-9782
Page Range / eLocation ID:
640 to 665
Format(s):
Medium: X
Sponsoring Org:
National Science Foundation
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