Pages that link to "Item:Q1752286"
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The following pages link to Time-varying quantile association regression model with applications to financial contagion and VaR (Q1752286):
Displaying 9 items.
- Bayesian tail risk interdependence using quantile regression (Q273621) (← links)
- Markov regime-switching quantile regression models and financial contagion detection (Q282262) (← links)
- VAR for VaR: measuring tail dependence using multivariate regression quantiles (Q494385) (← links)
- Copula theory and probabilistic sensitivity analysis: is there a connection? (Q1740560) (← links)
- Setting the margins of hang seng index futures on different positions using an APARCH-GPD model based on extreme value theory (Q2137703) (← links)
- Network quantile autoregression (Q2323385) (← links)
- QUANTILE CORRELATIONS: UNCOVERING TEMPORAL DEPENDENCIES IN FINANCIAL TIME SERIES (Q3460678) (← links)
- Dynamic correlation of quantile regression model based on smooth transition mechanism (Q5143678) (← links)
- Early warning of systemic risk in global banking: eigen-pair R number for financial contagion and market price-based methods (Q6148815) (← links)
