The structure and degree of dependence: A quantile regression approach

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Journal

Title: Journal of Banking & Finance

Abbreviated Title: Journal of Banking & Finance

Publisher: Elsevier BV

ISSN (Print): 03784266

Publication date Created: March 2013

Publication date (Print): March 2013

Volume: 37

Issue: 3

Pages: 786-798

Article

DOI: 10.1016/j.jbankfin.2012.10.015

SO-VID: 6a259c9d-d569-46a7-9d46-1253f3e26f51

License:

https://www.elsevier.com/tdm/userlicense/1.0/

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