Coexceedances in financial markets--a quantile regression analysis of contagion
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- Ilan Goldfajn & Taimur Baig, 1999.
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Textos para discussão
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Temi di discussione (Economic working papers)
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- Koenker, Roger & Park, Beum J., 1996. "An interior point algorithm for nonlinear quantile regression," Journal of Econometrics, Elsevier, vol. 71(1-2), pages 265-283.
- Annette Vissing-Jorgensen, 2002. "Towards an Explanation of Household Portfolio Choice Heterogeneity: Nonfinancial Income and Participation Cost Structures," NBER Working Papers 8884, National Bureau of Economic Research, Inc.
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