Work

The structure and degree of dependence: A quantile regression approach

Year: 2012

Type: article

Source: Journal of Banking & Finance

DOI: 10.1016/j.jbankfin.2012.10.015

Author: Dirk G. Baur

Institution: University of Technology Sydney

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2014930918

FWCI: 14.36

Cites: 43

Cited by: 210

Related to: 10