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High dimensional latent panel quantile regression with an application to asset pricing
Belloni, Alexandre
;
Chen, Mingli
;
Madrid Padilla, Oscar …
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2019
Persistent link: https://www.econbiz.de/10012170765
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Quantile graphical models : prediction and conditional independence with applications to financial risk management
Belloni, Alexandre
;
Chen, Mingli
;
Chernozhukov, Victor
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2016
Persistent link: https://www.econbiz.de/10011529922
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