Work

On Quantile Estimator in Volatility Model with Non-negative Error Density and Bayesian Perspective

Year: 2019

Type: book-chapter

Source: Emerald Group Publishing Limited eBooks

DOI: 10.1108/s0731-90532019000040b010

Authors: Debajit Dutta, Subhra Sankar Dhar, Amit Mitra

Institutions: The University of Melbourne, Indian Institute of Technology Kanpur

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2976076326

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Cites: 21

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Related to: 10