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Network quantile autoregression

Xuening Zhu, Weining Wang, Hansheng Wang, Wolfgang Karl Härdle
Year of publication:
2019
Authors: Zhu, Xuening ; Wang, Weining ; Wang, Hansheng ; Härdle, Wolfgang
Published in:
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 212.2019, 1, p. 345-358
Subject: Autoregression | Financial contagion | Quantile regression | Shared ownership | Social network | Systemic risk | Soziales Netzwerk | Regressionsanalyse | Regression analysis | Ansteckungseffekt | Contagion effect | Theorie | Theory | Systemrisiko | Finanzkrise | Financial crisis | Autokorrelation | Autocorrelation | Unternehmensnetzwerk | Business network
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