Coexceedances in financial markets : a quantile regression analysis of contagion
| Year of publication: |
2005
|
|---|---|
| Authors: | Baur, Dirk ; Schulze, Niels |
| Published in: |
Emerging markets review. - Amsterdam [u.a.] : Elsevier, ISSN 1566-0141, ZDB-ID 2025202X. - Vol. 6.2005, 1, p. 21-43
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