Events
25
Jul
2019
Crawford School of Public Policy | Centre for Applied Macroeconomic Analysis | Seminar
Quantile connectedness: modelling tail behaviour in the topology of financial networks
Matthew Greenwood-Nimmo, University of Melbourne
In this seminar the author will present his paper on ‘Quantile connectedness: Modelling tail behaviour in the topology of financial networks’ where he develops a new technique to estimate vector autoregressions by quantile regression.
Updated: 17 July 2019/Responsible Officer: Crawford Engagement/Page Contact: CAMA admin
