Time-varying quantile association regression model with applications to financial contagion and VaR (Q1752286)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time-varying quantile association regression model with applications to financial contagion and VaR |
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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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