HICSS
2002
IEEE
13 years 9 months ago
2002
IEEE
We propose a class of alternative stochastic volatility models for electricity prices using the quantile function modeling approach. Specifically, we fit marginal distributions ...
ICDM
2009
IEEE
13 years 11 months ago
2009
IEEE
Quantile regression refers to the process of estimating the quantiles of a conditional distribution and has many important applications within econometrics and data mining, among ...