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Statistical Inference and Applications of Extreme CoVaR and CoES based on Multi-step Quantile Regression.

  • Fudan University

Project: Governmental Research Project

Project Details

Project Title (In Chinese)

基于多步分位数回归的极端CoVaR与CoES统计推断方法及应用研究

Fund Amount (RMB)

410,000
StatusNot started
Effective start/end date1/01/27 → 31/12/30

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