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~accessRights:"restricted"
~person:"Härdle, Wolfgang"
~person:"Kapetanios, George"
~subject:"Regression analysis"
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Single-index-based CoVaR with very high-dimensional covariates
Fan, Yan
;
Härdle, Wolfgang
;
Wang, Weining
;
Zhu, Lixing
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
2
,
pp. 212-226
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