Time-varying quantile association regression model with applications to financial contagion and VaR (Q1752286)
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scientific article; zbMATH DE number 6872263
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Time-varying quantile association regression model with applications to financial contagion and VaR |
scientific article; zbMATH DE number 6872263 |
Statements
Time-varying quantile association regression model with applications to financial contagion and VaR (English)
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24 May 2018
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finance
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copula
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local polynomial regression
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financial crisis
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0.8099449872970581
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0.7805984616279602
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0.7769035696983337
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0.7727699279785156
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0.7603616714477539
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