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  • Search: subject:"Multivariate quantile models"
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ARCH model 1 ARCH-Modell 1 Aktienmarkt 1 Ansteckungseffekt 1 BRICS markets 1 Contagion effect 1 Emerging economies 1 Estimation 1 Extreme risk contagion 1 Multivariate Analyse 1 Multivariate analysis 1 Multivariate quantile models 1 Pseudo-impulse-response functions 1 Risiko 1 Risikomaß 1 Risk 1 Risk measure 1 Schwellenländer 1 Schätzung 1 Stock market 1 USA 1 United States 1 Volatility 1 Volatilität 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Liu, Fang 1 Wu, Baoxiu 1 Zhang, Yi 1 Zhou, Long 1
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The North American journal of economics and finance : a journal of theory and practice 1
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ECONIS (ZBW) 1
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Tail risk transmission from the United States to emerging stock Markets : empirical evidence from multivariate quantile analysis
Zhang, Yi; Zhou, Long; Wu, Baoxiu; Liu, Fang - In: The North American journal of economics and finance : a … 73 (2024), pp. 1-14
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