Reduced form vector directional quantiles (Q2359673): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 18:26, 2 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Reduced form vector directional quantiles |
scientific article |
Statements
Reduced form vector directional quantiles (English)
0 references
22 June 2017
0 references
credit default swaps
0 references
multivariate quantiles
0 references
multivariate time-series
0 references
vector autoregression
0 references
