A credit default swap application by using quantile regression technique

DOI10.1080/03610926.2019.1711126MaRDI QIDQ5078469zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

quantile regressioncredit riskcredit default swap

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites work

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

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