Saadah, Siti; Suhartoko, Yohanes B.; Uyanto, Stanislaus S. - In: Cogent business & management 11 (2024) 1, pp. 1-11
quantile regression (QR) approach. Four large banks whose capital and assets were the biggest were observed, and their …. According to results of a backtesting analysis using dynamic quantile (DQ) test at a 95% confidence level performed in this …