Reduced form vector directional quantiles (Q2359673): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q312363 |
||
| Property / author | |||
| Property / author: Gabriel V. Montes-Rojas / rank | |||
Revision as of 02:24, 13 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
