Stock return autocorrelations revisited: A quantile regression approach

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Stock return autocorrelations revisited: A quantile regression approach

Author: Baur, Dirk G.; Dimpfl, Thomas; Jung, Robert C.
Tübinger Autor(en):
Dimpfl, Thomas
Published in: Journal of Empirical Finance (2012), Bd. 19, H. 2, S. 254-265
Verlagsangabe: Elsevier Science Bv
Language: English
Full text: http://dx.doi.org/10.1016/j.jempfin.2011.12.002
ISSN: 0927-5398
DDC Classifikation: 050 - General serial publications
330 - Economics
Dokumentart: Artikel
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