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Latest revision as of 22:27, 26 August 2024

scientific article
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English
Quantile Co-Movement in Financial Markets: A Panel Quantile Model With Unobserved Heterogeneity
scientific article

    Statements

    115
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    529
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    266-279
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    11 April 2019
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    3 August 2020
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    Quantile Co-Movement in Financial Markets: A Panel Quantile Model With Unobserved Heterogeneity (English)
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    data-augmentation
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    endogeneity
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    heterogeneous panel
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    quantile factor structure
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    serial and cross-sectional correlations
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