Kebing Luo
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Person:1752285
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Measuring contagion of subprime crisis based on MVMQ-CAViaR method Discrete Dynamics in Nature and Society | 2019-08-23 | Paper |
| Time-varying quantile association regression model with applications to financial contagion and VaR European Journal of Operational Research | 2018-05-24 | Paper |
| Granger causality test in quantiles and conditional VaR estimation of continuously rising and falling returns | 2017-10-20 | Paper |
Research outcomes over time
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