Single-Index-Based CoVaR With Very High-Dimensional Covariates
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Publication:6623175
DOI10.1080/07350015.2016.1180990zbMATH Open1547.62712MaRDI QIDQ6623175
Wolfgang Karl Härdle, Li Xing Zhu, Yan Fan, Weining Wang
Publication date: 23 October 2024
Published in: Journal of Business and Economic Statistics (Search for Journal in Brave)
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