Author:
Han Heejoon,Linton Oliver,Oka Tatsushi,Whang Yoon-Jae
Funder
National Research Foundation of Korea
Cambridge INET
ERC
Singapore Academic Research Fund
Seoul National University
Subject
Applied Mathematics,Economics and Econometrics
Reference71 articles.
1. CoVaR, Tech. Rep;Adrian,2011
2. An introduction to functional central limit theorems for dependent stochastic processes;Andrews;Internat. Statist. Rev.,1994
3. Second order representations of the least absolute deviation regression estimator;Arcones;Ann. Inst. Statist. Math.,1988
4. Testing for parameter constancy in linear regressions: An empirical distribution function approach;Bai;Econometrica,1996
5. Bedljkovic, M., 2010. Nonparametric test of conditional quantile independence with an applicationi to banks’ systemic risk. Working Paper.
Cited by
346 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献