A credit default swap application by using quantile regression technique

DOI10.1080/03610926.2019.1711126OpenAlexW3000756341MaRDI QIDQ5078469FDOQ5078469

Authors: Yuksel Akay Unvan 

Publication date: 23 May 2022

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2019.1711126

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zbMATH Keywords

quantile regressioncredit riskcredit default swap

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Regression Quantiles
• Spatial econometrics. Statistical foundations and applications to regional convergence.
• Computational issues for quantile regression
• Quantile regression. Estimation and simulation. Volume 2

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