Quantile Co-Movement in Financial Markets: A Panel Quantile Model With Unobserved Heterogeneity (Q114808)
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scientific article; zbMATH DE number 7227130
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| English | Quantile Co-Movement in Financial Markets: A Panel Quantile Model With Unobserved Heterogeneity |
scientific article; zbMATH DE number 7227130 |
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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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0.7485976815223694
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0.7390520572662354
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0.7380454540252686
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0.7175747752189636
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0.7159032821655273
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Jushan Bai
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