A Quantile Regression Approach to Estimate the Variance of Financial Returns

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A Quantile Regression Approach to Estimate the Variance of Financial Returns

Author: Baur, Dirk G.; Dimpfl, Thomas
Tübinger Autor(en):
Dimpfl, Thomas
Published in: Journal of Financial Econometrics (2019), Bd. 17, H. 4, S. 616-644
Verlagsangabe: Oxford Univ Press
Language: English
Full text: http://dx.doi.org/10.1093/jjfinec/nby026
ISSN: 1479-8417
DDC Classifikation: 330 - Economics
Dokumentart: Artikel
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