A simple two-component model for the distribution of intraday returns
Laura Coroneo and David Veredas
| Year of publication: |
2012
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|---|---|
| Authors: | Coroneo, Laura ; Veredas, David |
| Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 18.2012, 9/10, p. 775-797
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| Subject: | intraday returns | quantile regression | intraday VaR | Kapitaleinkommen | Capital income | Theorie | Theory | Börsenkurs | Share price | Regressionsanalyse | Regression analysis | Volatilität | Volatility | ARCH-Modell | ARCH model | Risikomaß | Risk measure | VAR-Modell | VAR model |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009691780