Panel quantile regression for extreme risk
Yanxi Hou, Xuan Leng, Liang Peng, Yinggang Zhou
| Year of publication: |
2024
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|---|---|
| Authors: | Hou, Yanxi ; Leng, Xuan ; Peng, Liang ; Zhou, Yinggang |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ZDB-ID 1460617-3. - Vol. 240.2024, 1, Art.-No. 105674, p. 1-20
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| Subject: | Extreme conditional quantiles | Heteroscedastic extremes | Individual fixed effects | Intermediate conditional quantiles | Prediction accuracy | Theorie | Theory | Regressionsanalyse | Regression analysis | Prognoseverfahren | Forecasting model | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2024.105674 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015075043