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HAC Covariance Matrix Estimation in Quantile Regression with Application to CoVaR
- 제목
- HAC Covariance Matrix Estimation in Quantile Regression with Application to CoVaR
- 저자
- 윤정모
- 발행일
- 2019-06-08
- 학회명
- Economic Application of Quantile Regressions 2.0
- 개최지
- Lisbon, Portugal