Network quantile autoregression (Q2323385): Difference between revisions

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-Wolfgang Karl Härdle
@@ Property / author: Wolfgang Karl Härdle / rank @@
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+Wolfgang Karl Härdle
@@ Property / author: Wolfgang Karl Härdle / rank @@
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+The Network Origins of Aggregate Fluctuations
@@ Property / cites work: The Network Origins of Aggregate Fluctuations / rank @@
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+Pseudo-likelihood methods for community detection in large sparse networks
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+Tail event driven networks of SIFIs
@@ Property / cites work: Tail event driven networks of SIFIs / rank @@
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+When Micro Prudence Increases Macro Risk: The Destabilizing Effects of Financial Innovation, Leverage, and Diversification
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+Q3058567
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+On the network topology of variance decompositions: measuring the connectedness of financial firms
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+Evaluating Value-at-Risk Models via Quantile Regression
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+TENET: tail-event driven network risk
@@ Property / cites work: TENET: tail-event driven network risk / rank @@
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+Robust Rank Tests of the Unit Root Hypothesis
@@ Property / cites work: Robust Rank Tests of the Unit Root Hypothesis / rank @@
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+Financial Network Systemic Risk Contributions
@@ Property / cites work: Financial Network Systemic Risk Contributions / rank @@
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+Latent Space Approaches to Social Network Analysis
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@@ Property / cites work @@
+Q3413299
@@ Property / cites work: Q3413299 / rank @@
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@@ Property / cites work @@
+Regression Quantiles
@@ Property / cites work: Regression Quantiles / rank @@
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@@ Property / cites work @@
+Goodness of Fit and Related Inference Processes for Quantile Regression
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@@ Property / cites work @@
+Quantile Autoregression
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@@ Property / cites work @@
+Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models
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@@ Property / cites work @@
+Quantile Correlations and Quantile Autoregressive Modeling
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@@ Property / cites work @@
+Q5312885
@@ Property / cites work: Q5312885 / rank @@
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@@ Property / cites work @@
+Asymptotic behavior of regression quantiles in non-stationary, dependent cases
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@@ Property / cites work @@
+Local asymptotics for quantile smoothing splines
@@ Property / cites work: Local asymptotics for quantile smoothing splines / rank @@
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@@ Property / cites work @@
+Latent Space Models for Dynamic Networks
@@ Property / cites work: Latent Space Models for Dynamic Networks / rank @@
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@@ Property / cites work @@
+Latent space approaches to community detection in dynamic networks
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@@ Property / cites work @@
+VAR for VaR: measuring tail dependence using multivariate regression quantiles
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@@ Property / cites work @@
+Sampling for Conditional Inference on Network Data
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+Network vector autoregression
@@ Property / cites work: Network vector autoregression / rank @@
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+Q128073616
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