Time-varying quantile association regression model with applications to financial contagion and VaR

Wuyi Ye, Kebing Luo, Xiaoquan Liu

Research output: Journal PublicationArticlepeer-review

23 Citations (Scopus)

Fingerprint

Dive into the research topics of 'Time-varying quantile association regression model with applications to financial contagion and VaR'. Together they form a unique fingerprint.

Keyphrases

Economics, Econometrics and Finance