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Panel quantile regression for extreme risk - MaRDI portal

Panel quantile regression for extreme risk (Q6118720)

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scientific article; zbMATH DE number 7822310
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English
Panel quantile regression for extreme risk
scientific article; zbMATH DE number 7822310

    Statements

    title
    Panel quantile regression for extreme risk (English)
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    author
    Yanxi Hou
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    Xuan Leng
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    Liang Peng
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    Yinggang Zhou
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    publication date
    21 March 2024
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    zbMATH Keywords
    extreme conditional quantiles
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    heteroscedastic extremes
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    individual fixed effects
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    intermediate conditional quantiles
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    prediction accuracy
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    Identifiers

    zbMATH DE Number
    7822310
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    OpenAlex ID
    W4391429318
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    Wikidata QID
    Q128905539
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