Reduced form vector directional quantiles (Q2359673)

From MaRDI portal
Revision as of 02:24, 13 February 2024 by RedirectionBot (talk | contribs) (‎Removed claim: author (P16): Item:Q312363)
scientific article
Language Label Description Also known as
English
Reduced form vector directional quantiles
scientific article

    Statements

    title
    Reduced form vector directional quantiles (English)
    0 references
    publication date
    22 June 2017
    0 references
    zbMATH Keywords
    credit default swaps
    0 references
    multivariate quantiles
    0 references
    multivariate time-series
    0 references
    vector autoregression
    0 references

    Identifiers

    Mathematics Subject Classification ID
    62H05
    0 references
    62G08
    0 references
    62G30
    0 references
    62G20
    0 references
    62M10
    0 references
    62P05
    0 references
    zbMATH DE Number
    6734495
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q2359673&oldid=20920958"
    Powered by MediaWiki