Modeling Autoregressive Processes with Moving-Quantiles-Implied Nonlinearity

Author： Ishida Isao   Kvedaras Virmantas  

Publisher： MDPI

E-ISSN： 2225-1146|3|1|2-54

ISSN： 2225-1146

Source： Econometrics, Vol.3, Iss.1, 2015-01, pp. : 2-54

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