"Quantile Connectedness: Modeling Tail Behavior in the Topology of ..."

Tomohiro Ando, Matthew Greenwood-Nimmo, Yongcheol Shin (2022)

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DOI: 10.1287/MNSC.2021.3984

access: closed

type: Journal Article

metadata version: 2022-06-02

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Tomohiro Ando, Matthew Greenwood-Nimmo, Yongcheol Shin:
Quantile Connectedness: Modeling Tail Behavior in the Topology of Financial Networks. Manag. Sci. 68(4): 2401-2431 (2022)

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