Tail event driven networks of SIFIs (Q1739652): Difference between revisions

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+Q4304868
@@ Property / cites work: Q4304868 / rank @@
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+Statistics of financial markets. Exercises and solutions
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+Conditional copula simulation for systemic risk stress testing
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+On the network topology of variance decompositions: measuring the connectedness of financial firms
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+Quantile regression for dynamic panel data with fixed effects
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+The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series
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+TENET: tail-event driven network risk
@@ Property / cites work: TENET: tail-event driven network risk / rank @@
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+Financial Network Systemic Risk Contributions
@@ Property / cites work: Financial Network Systemic Risk Contributions / rank @@
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+Quantile regression for longitudinal data
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+Robust penalized quantile regression estimation for panel data
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+Network vector autoregression
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