In this article, we investigate a functional coefficient vector autoregressive model for conditional quantiles, in which the interdependences among tail risks such as Value-at-Risk are allowed to vary
Overview This hypergraph dataset was generated using email data from a large European research institution for a period from October 2003 to May 2005 (18 months). Information about all incoming and ou
Methods for analysis of network dynamics have seen great progress in the past decade. This paper shows how current methods of Dynamic Network logistic- Regression (DNR; a special case of the Temporal
