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	The quantile regression - Mixture copula model applied in the financial tail risk contagion
	Liu, Ning; Wang, Peizhi; Dong, Jieyu; Liu, Jing
刊名	IPPTA: Quarterly Journal of Indian Pulp and Paper Technical Association
	2018
卷号	30期号:4页码:371-382
关键词	Mixture copula function Quantile regression Risks contagion Tail dependence
URL标识	查看原文
公开日期	[db:dc_date_available]
内容类型	期刊论文
URI标识	http://www.corc.org.cn/handle/1471x/4581844
专题	山东大学
作者单位	School of International Trade and Economics, Shandong University of Finance and Economics, Jinan, C
推荐引用方式 GB/T 7714	Liu, Ning,Wang, Peizhi,Dong, Jieyu,et al. The quantile regression - Mixture copula model applied in the financial tail risk contagion[J]. IPPTA: Quarterly Journal of Indian Pulp and Paper Technical Association,2018,30(4):371-382.
APA	Liu, Ning,Wang, Peizhi,Dong, Jieyu,&Liu, Jing.(2018).The quantile regression - Mixture copula model applied in the financial tail risk contagion.IPPTA: Quarterly Journal of Indian Pulp and Paper Technical Association,30(4),371-382.
MLA	Liu, Ning,et al."The quantile regression - Mixture copula model applied in the financial tail risk contagion".IPPTA: Quarterly Journal of Indian Pulp and Paper Technical Association 30.4(2018):371-382.

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