Quantile Connectedness: Modelling Tail Behaviour in Financial Networks

A/Prof. Tomohiro Ando
A/Prof. in Management at Melbourne Business School
-- Institutional website
-- Personal website
Dr. Matthew Greenwood-Nimmo
Senior Lecturer in Economics at the University of Melbourne
CAMA Research Associate at the Australian National University
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-- Personal website
Prof. Yongcheol Shin
Professor of Econometrics at the University of York
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-- Wikipedia entry