Quantile correlation coefficient: a new tail dependence measure (Q2165833)
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scientific article; zbMATH DE number 7574177
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| English | Quantile correlation coefficient: a new tail dependence measure |
scientific article; zbMATH DE number 7574177 |
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Quantile correlation coefficient: a new tail dependence measure (English)
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23 August 2022
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quantile correlation
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quantile regression
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tail dependence
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conditional quantile
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financial crisis
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