Reduced form vector directional quantiles (Q2359673)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Reduced form vector directional quantiles |
scientific article |
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Reduced form vector directional quantiles (English)
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22 June 2017
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credit default swaps
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multivariate quantiles
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multivariate time-series
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vector autoregression
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