Quantile Connectedness: Modelling Tail Behaviour in the Topology of Financial Networks

已完结 10 由五花肉盖浇肉发布于 2025/2/13 4:07:44

DOI:10.2139/ssrn.3164772
作者：T. Ando,?Matthew Greenwood‐Nimmo,?Y. Shin
文献类型：期刊论文
补充材料：只需要正文

Elsevier

Abstract：We develop a new technique to estimate vector autoregressions with a common factor error structure by quantile regression. We apply our technique to study credit risk spillovers among a grou

应助信息

9小时前

五花肉盖浇肉

202502130445080302529.pdf 已采纳

10小时前

面包朴实

1ea3af9ae97d11ef83bd34735aa3bc31.pdf 已驳回

10小时前

Book学术机器人

2025/2/13 4:07:45 未找到该文献，机器人已退出，请等待人工下载

2025/2/13 4:07:45 Book学术AI机器人收到请求，开始寻找文献

2025/2/13 4:07:45 已向机器人发送请求

10小时前

五花肉盖浇肉发布求助

上一个求助:其它数据库Naturally Fractured Carbonate Reservoir Characterization: A Case Study of a Mature High-Pour Point Oil Field in Hungary 下一个求助:NatureElectrochemical formation of bis(fluorosulfonyl)imide-derived solid-electrolyte interphase at Li-metal potential