Quantile Co-Movement in Financial Markets: A Panel Quantile Model With Unobserved Heterogeneity (Q114808): Difference between revisions
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3 August 2020
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| Property / author: Tomohiro Ando / rank | |||||||||||||||
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| Property / author: Jushan Bai / rank | |||||||||||||||
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Quantile Co-Movement in Financial Markets: A Panel Quantile Model With Unobserved Heterogeneity (English) | |||||||||||||||
| Property / title: Quantile Co-Movement in Financial Markets: A Panel Quantile Model With Unobserved Heterogeneity (English) / rank | |||||||||||||||
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| Property / zbMATH Open document ID: 1437.62379 / rank | |||||||||||||||
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| Property / full work available at URL: http://hdl.handle.net/11343/258630 / rank | |||||||||||||||
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| Property / Mathematics Subject Classification ID: 62P05 / rank | |||||||||||||||
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| Property / Mathematics Subject Classification ID: 62F15 / rank | |||||||||||||||
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| Property / Mathematics Subject Classification ID: 62-04 / rank | |||||||||||||||
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| Property / zbMATH DE Number: 7227130 / rank | |||||||||||||||
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data-augmentation | |||||||||||||||
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endogeneity | |||||||||||||||
| Property / zbMATH Keywords: endogeneity / rank | |||||||||||||||
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heterogeneous panel | |||||||||||||||
| Property / zbMATH Keywords: heterogeneous panel / rank | |||||||||||||||
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quantile factor structure | |||||||||||||||
| Property / zbMATH Keywords: quantile factor structure / rank | |||||||||||||||
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serial and cross-sectional correlations | |||||||||||||||
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Revision as of 14:33, 3 September 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quantile Co-Movement in Financial Markets: A Panel Quantile Model With Unobserved Heterogeneity |
scientific article |
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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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