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  1. Paraschiv, Florentina [Author]; Bunn, Derek W. [Author]; Westgaard, Sjur [Author]

    Estimation and application of fully parametric multifactor quantile regression with dynamic coefficients

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    St. Gallen: School of Finance, University of St. Gallen, March 2016

    Published in: Universität St. Gallen: Working papers on finance ; 20160700