Quantile Graphical Models: Prediction and Conditional Independence with Applications to Systemic Risk
Mingli Chen (Warwick University, United Kingdom)
- Seminars Econometric Institute
Mingli Chen (Warwick University, United Kingdom)
Xiwei Zhu (Zhejiang University, China)
Alex Solis (Uppsala University, Sweden)
Alessandro Gavazza (LSE, United Kingdom), Andrea Pozzi (Einaudi Institute for Economics and Finance, Italy), Nicolaas (Nick) de Roos (The University of Sydney, Australia), Matthijs Wildenbeest (Kelley School of Business, United States) et al.
Adriaan Kalwij (Utrecht University)
Kristof Madarasz (London School of Economics, United Kingdom)
Manon Garrouste (Lille University, France)
Frederic Malherbe (London Business School, United Kingdom)
Isil Erel (The Ohio State University, United States)
Andros Kourtellos (Cyprus University, Cyprus)
Holger Sieg (University of Pennsylvania, United States)
Emilio Porcu (Newcastle University, United Kingdom & University Federico Santa Maria, Spain)
Dina Pomeranz (University of Zurich, Switzerland)
Wieland Mueller (University of Vienna, Austria)
Matthijs Oosterveen (Erasmus University Rotterdam)
Robert Dittmar (University of Michigan, United States)
Sándor Sóvágó (Vrije Universiteit Amsterdam)
Chris Woodruff (Oxford Univeristy, Untied Kingdom)
Paul Devereux (University College Dublin, Ireland)
Arthur Lewbel (Boston College, United States)