Search Results - subject:"copula based quantile regression"

Kim, Jong-Min; Cho, Chan Ho; Jun, Chulhee; Kim, Won Yong - In: Journal of Risk and Financial Management 13 (2020) 11, pp. 1-21

dynamic perspective through copula-based quantile regression approaches, which allow us to focus on changes at different …

Persistent link: https://www.econbiz.de/10012611514

Kim, Jong-Min; Cho, Chan Ho; Jun, Chulhee; Kim, Won Yong - In: Journal of risk and financial management : JRFM 13 (2020) 11/254, pp. 1-21

dynamic perspective through copula-based quantile regression approaches, which allow us to focus on changes at different …

Persistent link: https://www.econbiz.de/10012389856