Media type: E-Book Title: A functional-coefficient VAR model for dynamic quantiles and its application to constructing nonparametric financial network Contributor: Cai, Zongwu [VerfasserIn]; Liu, Xiyuan [VerfasserIn]; Su, Liangjun [VerfasserIn] imprint: Lawrence, Kansas: University of Kansas, Department of Economics, [2024] Published in: Working papers series in theoretical and applied economics ; 2024,6 Extent: 1 Online-Ressource (circa 100 Seiten); Illustrationen Language: English Keywords: Conditional quantile models ; Dynamic financial network ; Functional coefficient models ; Nonparametric estimation ; Tensor-product B-spline ; VAR modeling ; Graue Literatur Origination: Footnote: Access State: Open Access