Conditional Quantile Analysis for Realized
GARCH
Models
Donggyu Kim
◽
Minseog Oh
◽
Yazhen Wang
Sangyeol Lee
◽
Chang Kyeom Kim
Donggyu Kim
◽
Minseog Oh
◽
Yazhen Wang
2017 ◽
Vol 04
◽
pp. 01-20
2003 ◽
Vol 6
(3)
◽
pp. 21-63
◽
2004 ◽
Vol 6
(3)
◽
pp. 27-52
◽
Gian Piero Aielli
◽
Massimiliano Caporin
Israel J S Felipe
◽
Anderson Luiz Mol
David Ardia
◽
Keven Bluteau
◽
Maxime RRede