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~isPartOf:"Journal of International Financial Markets, Institutions and Money"
~isPartOf:"Working paper series / European Central Bank"
~person:"Cappiello, Lorenzo"
~subject:"Estimation"
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Measuring comovements by regression quantiles
Cappiello, Lorenzo
(
contributor
);
Gérard, Bruno
(
contributor
)
-
2005
-quantile, conditional on the same
event
occurring in market X. The characteristics of p t (θ) can be conveniently analyzed in what we call …
Persistent link: https://www.econbiz.de/10003023449
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