Markov regime-switching quantile regression models and financial contagion detection (Q282262)
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scientific article; zbMATH DE number 6579577
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| English | Markov regime-switching quantile regression models and financial contagion detection |
scientific article; zbMATH DE number 6579577 |
Statements
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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0.787053108215332
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0.7727699279785156
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0.7654374837875366
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0.7438375949859619
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0.7398678064346313
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