The structure and degree of dependence: A quantile regression approach
Year of publication: |
2013
|
---|---|
Authors: | Baur, Dirk G. |
Published in: |
Journal of Banking & Finance. - Elsevier, ISSN 0378-4266. - Vol. 37.2013, 3, p. 786-798
|
Publisher: |
Elsevier |
Subject: | Quantile regression | Copula | Dependence modeling | Tail dependence | Contagion | Financial crises |
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