A quantile regression approach to estimate the variance of financial returns

DSpace Repository

A quantile regression approach to estimate the variance of financial returns

Author: Baur, Dirk; Dimpfl, Thomas Ernst Herbert
Tübinger Autor(en):
Dimpfl, Thomas Ernst Herbert
Published in: Journal of financial econometrics (2018-11-13), Bd. online
Verlagsangabe: Oxford : Oxford University Press
Language: English
Full text: https://doi.org/10.1093/jjfinec/nby026
ISSN: 1479-8417
DDC Classifikation: 330 - Economics
Dokumentart: Artikel
Show full item record

This item appears in the following Collection(s)