Quantile correlation coefficient: a new tail dependence measure (Q2165833)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quantile correlation coefficient: a new tail dependence measure |
scientific article |
Statements
Quantile correlation coefficient: a new tail dependence measure (English)
0 references
23 August 2022
0 references
quantile correlation
0 references
quantile regression
0 references
tail dependence
0 references
conditional quantile
0 references
financial crisis
0 references
0 references
0 references
