Quantile Co-Movement in Financial Markets: A Panel Quantile Model With Unobserved Heterogeneity (Q114808): Difference between revisions
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Revision as of 11:38, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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