Pages that link to "Item:Q494385"
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The following pages link to VAR for VaR: measuring tail dependence using multivariate regression quantiles (Q494385):
Displaying 25 items.
- The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series (Q284329) (← links)
- An exponentially weighted quantile regression via SVM with application to estimating multiperiod VaR (Q2013645) (← links)
- Estimating impulse-response functions for macroeconomic models using directional quantiles (Q2151747) (← links)
- Impulse response analysis in conditional quantile models with an application to monetary policy (Q2246585) (← links)
- Econometric modeling of risk measures: a selective review of the recent literature (Q2314141) (← links)
- Network quantile autoregression (Q2323385) (← links)
- Reduced form vector directional quantiles (Q2359673) (← links)
- Assessing interbank contagion using simulated networks (Q2438067) (← links)
- Tail maximal dependence in bivariate models: estimation and applications (Q2693224) (← links)
- A Copula-Based Quantile Model (Q4689052) (← links)
- FACTORISABLE MULTITASK QUANTILE REGRESSION (Q4959134) (← links)
- How might sovereign bond yields in Asia Pacific react to US monetary normalisation under turbulent market conditions? (Q5034168) (← links)
- Dealing with Markov-switching parameters in quantile regression models (Q5055169) (← links)
- A residual-based test for autocorrelation in quantile regression models (Q5106855) (← links)
- Multivariate Quantile Impulse Response Functions (Q5237529) (← links)
- Nonstationary nonlinear quantile regression (Q5860924) (← links)
- A simulation-based method for estimating systemic risk measures (Q6087550) (← links)
- Semiparametric modeling of multiple quantiles (Q6090581) (← links)
- A risk measurement study evaluating the impact of COVID-19 on China's financial market using the QR-SGED-EGARCH model (Q6148818) (← links)
- Expectile hidden Markov regression models for analyzing cryptocurrency returns (Q6494403) (← links)
- Tail risk aversion and backwardation of index futures (Q6576882) (← links)
- Dynamic Network Quantile Regression Model (Q6626213) (← links)
- Dynamic Vector Mode Regression (Q6626341) (← links)
- HAC Covariance Matrix Estimation in Quantile Regression (Q6631727) (← links)
- Forecasting Value at Risk and Expected Shortfall Using a Semiparametric Approach Based on the Asymmetric Laplace Distribution (Q6634847) (← links)
