Time-varying quantile association regression model with applications to financial contagion and VaR (Q1752286)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Time-varying quantile association regression model with applications to financial contagion and VaR |
scientific article; zbMATH DE number 6872263
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time-varying quantile association regression model with applications to financial contagion and VaR |
scientific article; zbMATH DE number 6872263 |
Statements
Time-varying quantile association regression model with applications to financial contagion and VaR (English)
0 references
24 May 2018
0 references
finance
0 references
copula
0 references
local polynomial regression
0 references
financial crisis
0 references
0 references
0 references
