Title of article
Coexceedances in financial markets—a quantile regression analysis of contagion
Author/Authors
Dirk Baur، نويسنده , , Niels Schulze، نويسنده ,
Issue Information
فصلنامه با شماره پیاپی سال 2005
Pages
23
From page
21
To page
43
Keywords
Contagion , Interdependence , Financial Crises , Coexceedances , Conditional densityestimation1566-0141/$ - see front matter D 2005 Elsevier B.V. All rights reserved.doi:10.1016/j.ememar.2004.10.001* , Quantile regression
Journal title
Emerging Markets Review
Serial Year
2005
Journal title
Emerging Markets Review
Record number
124232
Link To Document