This paper introduces a new procedure for analyzing the quantile co-movement of a large number of financial time series based on a large-scale panel data model with factor structures. The proposed met
The table below showcases the 10th, 25th, 50th, 75th, and 90th percentiles of assessed property values for each zip code in Mayflower, Arkansas. It's important to understand that assessed property val
This article introduces a new procedure for analyzing the quantile co-movement of a large number of financial time series based on a large-scale panel data model with factor structures. The proposed m
The objective of this paper is to propose a nonparametric bootstrap-based confidence sets for the quantile ratio inequality index. Complications for inference on quantiles stem from their student