Reduced form vector directional quantiles (Q2359673)
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scientific article; zbMATH DE number 6734495
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Reduced form vector directional quantiles |
scientific article; zbMATH DE number 6734495 |
Statements
Reduced form vector directional quantiles (English)
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22 June 2017
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credit default swaps
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multivariate quantiles
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multivariate time-series
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vector autoregression
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0.81236196
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0.8041772
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0.8006552
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0.7998141
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0.7992172
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0.7979576
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