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Network quantile autoregression
Zhu, Xuening
;
Wang, Weining
;
Wang, Hangsheng
;
Härdle, …
-
2016
model by in- vestigating the nancial contagions in the Chinese stock market accounting for
shared
ownership
of companies. …
Persistent link: https://www.econbiz.de/10011572028
Saved in:
2
Network quantile autoregression
Zhu, Xuening
;
Wang, Weining
;
Wang, Hansheng
;
Härdle, …
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 345-358
Persistent link: https://www.econbiz.de/10012303979
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