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Volumn 6, Issue 1, 2005, Pages 21-43

Coexceedances in financial markets - A quantile regression analysis of contagion

Author keywords

Coexceedances; Conditional density estimation; Contagion; Financial crises; Interdependence; Quantile regression

Indexed keywords


EID: 16244406832     PISSN: 15660141     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ememar.2004.10.001     Document Type: Article
Times cited : (83)

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