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HAC Covariance Matrix Estimation in Quantile Regression with Application to CoVaR
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| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | 윤정모 | - |
| dc.date.accessioned | 2021-08-02T13:34:31Z | - |
| dc.date.available | 2021-08-02T13:34:31Z | - |
| dc.date.issued | 2019-06-08 | - |
| dc.identifier.uri | https://scholarworks.bwise.kr/hanyang/handle/2021.sw.hanyang/17547 | - |
| dc.title | HAC Covariance Matrix Estimation in Quantile Regression with Application to CoVaR | - |
| dc.type | Conference | - |
| dc.citation.conferenceName | Economic Application of Quantile Regressions 2.0 | - |
| dc.citation.conferencePlace | Lisbon, Portugal | - |
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Related Researcher
- Yoon, Jung mo
- COLLEGE OF ECONOMICS AND FINANCE (SCHOOL OF ECONOMICS & FINANCE)