readme.bdt.txt
Creators:
Marco Bee
;
Debbie J. Dupuis
;
Luca Trapin
From the dataset abstract
We propose a new framework exploiting realized measures of volatility to estimate and forecast extreme quantiles. Our realized extreme quantile (REQ) combines quantile regression with...
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/efa5a287-438a-4257-b78a-bb11f70ac55a/resource/051a92f9-7e4e-40c5-aaa0-2f0a35690260/download/readme.bdt.txt |
| Last updated | November 22, 2022 |
| Created | November 22, 2022 |
