Karl Wolfgang

Humboldt University of Berlin - Center for Applied Statistics and Economics (CASE)

Spandauer Strasse 1

Berlin, D-10178

Germany

Singapore Management University - Sim Kee Boon Institute for Financial Economics

Research Fellow

90 Stamford Road, 6th Level

School of Economics

Singapore, 178903

Singapore

  • Humboldt University of Berlin - Center for Applied Statistics and Economics (CASE)

  • Singapore Management University - Sim Kee Boon Institute for Financial Economics

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Network Quantile Autoregression

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Network Quantile Autoregression

Number of pages: 30 Posted: 28 Apr 2018
Xuening Zhu, Weining Wang, Weining Wang, Hansheng Wang and Karl Wolfgang
Peking University, University of Yorkaffiliation not provided to SSRN, Peking University - Guanghua School of Management and Humboldt University of Berlin - Center for Applied Statistics and Economics (CASE)
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Citation 3

Abstract:

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Social Network; Quantile Regression; Autoregression; Systemic Risk; Financial Contagion; Shared Ownership