A quantile regression approach to estimate the variance of financial returns

Author:

Baur, Dirk; Dimpfl, Thomas Ernst Herbert

Tübinger Autor(en):

Published in:

Journal of financial econometrics (2018-11-13), Bd. online

Verlagsangabe:

Oxford : Oxford University Press

Language:

English

Full text:

ISSN:

1479-8417

DDC Classifikation:

330 - Economics

Dokumentart:

Article

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