Markov regime-switching quantile regression models and financial contagion detection (Q282262)
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: Markov regime-switching quantile regression models and financial contagion detection |
scientific article; zbMATH DE number 6579577
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Markov regime-switching quantile regression models and financial contagion detection |
scientific article; zbMATH DE number 6579577 |
Statements
Markov regime-switching quantile regression models and financial contagion detection (English)
0 references
12 May 2016
0 references
risk analysis
0 references
financial contagion
0 references
Markov regime-switching
0 references
quantile regression
0 references
Laplace distribution
0 references
0 references
0 references
