Quantile Connectedness: Modelling Tail Behaviour in the Topology of Financial Networks

By Tomohiro Ando, Matthew Greenwood‐Nimmo, Yongcheol Shin. 2018

52 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/a8abd436d75b1dfe7cf7a20e217e37c7516e6e83