Journal of Financial Markets
Vol. 52
2021
Measurement of common risks in tails: A panel quantile regression model for financial returns
Jozef
Baruník1,2;
František
Čech1,2
1 Charles University · 2 Czech Academy of Sciences, Institute of Information Theory and Automation
- DOI
- 10.1016/j.finmar.2020.100562
- Volume
- 52
- Pages
- 100562
- Language
- en
- Sources
-
crossref
openalex
Cite