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Q5382025 - MaRDI portal

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scientific article; zbMATH DE number 7071613
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English
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scientific article; zbMATH DE number 7071613

    Statements

    author
    Qifa Xu
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    Xi Liu
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    Cuixia Jiang
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    Ke-ming Yu
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    publication date
    21 June 2019
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    zbMATH Keywords
    quantile autoregression
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    quantile vector autoregression
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    quantile impulse response
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    autoregressive distributed lag
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    financial risk
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    Identifiers

    Mathematics Subject Classification ID
    62M10
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    91B84
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    62P20
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    62G08
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    zbMATH DE Number
    7071613
    0 references
     
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