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~person:"Liu, Xiyuan"
~subject:"Estimation"
~type_genre:"Arbeitspapier"
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Dynamic financial network
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Nichtparametrisches Verfahren
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Liu, Xiyuan
McAleer, Michael
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Allen, David E.
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Caporin, Massimiliano
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Stoja, Evarist
7
Mittnik, Stefan
6
Cai, Zongwu
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Härdle, Wolfgang
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Paolella, Marc S.
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Asai, Manabu
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Fortin, Ines
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Korobilis, Dimitris
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Lucas, André
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Powell, Robert
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Schröder, Maximilian
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Trojani, Fabio
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Trück, Stefan
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Ahelegbey, Daniel Felix
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Billio, Monica
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Cañón, Carlos Iván
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Chlebus, Marcin
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Daníelsson, Jón
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Escanciano, Juan Carlos
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Frattarolo, Lorenzo
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Gerba, Eddie
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Haas, Markus
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Harris, Richard D. F.
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Hassani, Samir Saissi
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Lombardo, Giovanni
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Mancini, Loriano
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Manganelli, Simone
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Pambira, Alberto
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Pelizzon, Loriana
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Scharth, Marcel
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Schwaab, Bernd
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Singh, Abhay Kumar
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Valdesogo, Alfonso
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Vries, Casper G. de
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A functional-coefficient VAR model for dynamic quantiles and its application to constructing nonparametric financial network
Cai, Zongwu
;
Liu, Xiyuan
;
Su, Liangjun
-
2024
Persistent link: https://www.econbiz.de/10014521096
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2
A nonparametric dynamic network via multivariate quantile autoregressions
Cai, Zongwu
;
Liu, Xiyuan
-
2022
Persistent link: https://www.econbiz.de/10013283992
Saved in:
3
A functional-coefficient VAR model for dynamic quantiles with constructing financial network
Cai, Zongwu
;
Liu, Xiyuan
-
2020
Persistent link: https://www.econbiz.de/10012312878
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