Coexceedances in financial markets--a quantile regression analysis of contagion
| Year of publication: |
2005
|
|---|---|
| Authors: | Baur, Dirk ; Schulze, Niels |
| Published in: |
Emerging Markets Review. - Elsevier, ISSN 1566-0141. - Vol. 6.2005, 1, p. 21-43
|
| Publisher: |
Elsevier |