Functional Data-Driven Quantile Model Averaging with Application to Cryptocurrencies

Fuente: arXiv

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Bibliographic Details
Main Authors:	Xu, Wenchao, Zhang, Xinyu, Chiou, Jeng-Min, Sun, Yuying
Format:	Preprint
Published:	2023
Subjects:	Statistics Theory Methodology
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2310.01970