Stock return autocorrelations revisited: A quantile regression approach

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dc.contributor.author Dimpfl, Thomas
dc.date.accessioned 2014-05-08T12:22:24Z
dc.date.available 2014-05-08T12:22:24Z
dc.date.issued 2012
dc.identifier.issn 0927-5398
dc.identifier.uri http://hdl.handle.net/10900/52680
dc.language.iso en de_DE
dc.publisher Elsevier Science Bv de_DE
dc.relation.uri http://dx.doi.org/10.1016/j.jempfin.2011.12.002 de_DE
dc.rights info:eu-repo/semantics/closedAccess
dc.subject.ddc 050 de_DE
dc.subject.ddc 330 de_DE
dc.title Stock return autocorrelations revisited: A quantile regression approach de_DE
dc.type Artikel de_DE
utue.quellen.id 20140226071329_03064 de_DE
utue.publikation.seiten 254-265 de_DE
utue.personen.roh Baur, Dirk G.
utue.personen.roh Dimpfl, Thomas
utue.personen.roh Jung, Robert C.
dcterms.isPartOf.ZSTitelID Journal of Empirical Finance de_DE
dcterms.isPartOf.ZS-Issue 2 de_DE
dcterms.isPartOf.ZS-Volume 19 de_DE
utue.fakultaet 06 Wirtschafts- und sozialwissenschaftliche Fakultät de_DE


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