Hangsheng Wang

Peking University

No. 38 Xueyuan Road

Haidian District

Beijing, Beijing 100871

China

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Network Quantile Autoregression

SFB 649 Discussion Paper 2016-050
Number of pages: 56 Posted: 23 Nov 2016
Peking University, Humboldt University of Berlin, Peking University and Humboldt University of Berlin - Institute for Statistics and Econometrics
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Citation 1

Abstract:

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