The quantile regression - Mixture copula model applied in the financial tail risk contagion

被引：0
|
作者：
Liu, Ning [1 ,2 ]
Wang, Peizhi [1 ]
Dong, Jieyu [1 ]
Liu, Jing [1 ,3 ]
机构：
[1] School of International Trade and Economics, Shandong University of Finance and Economics, Jinan, China
[2] Center for China Studies, Clemson University, Clemson, United States
[3] School of Economics, Shandong University, Jinan, China
来源：
IPPTA: Quarterly Journal of Indian Pulp and Paper Technical Association | 2018年 / 30卷 / 04期
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摘要：
30
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页码：371 / 382
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