Pages that link to "Item:Q282262"
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The following pages link to Markov regime-switching quantile regression models and financial contagion detection (Q282262):
Displaying 11 items.
- Hidden semi-Markov-switching quantile regression for time series (Q830112) (← links)
- Time-varying quantile association regression model with applications to financial contagion and VaR (Q1752286) (← links)
- Markov switching quantile regression models with time-varying transition probabilities (Q2089025) (← links)
- Quantile hidden semi-Markov models for multivariate time series (Q2172108) (← links)
- Markov-switching quantile autoregression: a Gibbs sampling approach (Q2691752) (← links)
- Dealing with Markov-switching parameters in quantile regression models (Q5055169) (← links)
- (Q5120594) (← links)
- (Q5125144) (← links)
- Dynamic correlation of quantile regression model based on smooth transition mechanism (Q5143678) (← links)
- Maximum likelihood estimation for quantile autoregression models with Markovian switching (Q6053885) (← links)
- Expectile hidden Markov regression models for analyzing cryptocurrency returns (Q6494403) (← links)