Markov regime-switching quantile regression models and financial contagion detection (Q282262)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Markov regime-switching quantile regression models and financial contagion detection |
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Markov regime-switching quantile regression models and financial contagion detection (English)
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12 May 2016
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risk analysis
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financial contagion
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Markov regime-switching
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quantile regression
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Laplace distribution
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