Events

July 2019

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.

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