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Quantile Regression on Quantile Ranges – A Threshold Approach

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  • Chung-Ming Kuan
  • Christos Michalopoulos
  • Zhijie Xiao

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  • Chung-Ming Kuan & Christos Michalopoulos & Zhijie Xiao, 2017. "Quantile Regression on Quantile Ranges – A Threshold Approach," Journal of Time Series Analysis, Wiley Blackwell, vol. 38(1), pages 99-119, January.
    • Handle: RePEc:bla:jtsera:v:38:y:2017:i:1:p:99-119
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