Analysing the return distribution of Australian stocks : the CAPM, factor models and quantile regressions
Year of publication: |
2013
|
---|---|
Authors: | Allen, David E. ; Singh, Abhay Kumar ; Powell, Robert |
Published in: |
Global business & economics review. - Olney, Bucks : Inderscience Enterprises, ISSN 1097-4954, ZDB-ID 2054200-8. - Vol. 15.2013, 1, p. 88-109
|
Subject: | Theorie | Theory | CAPM | Australien | Australia | Kapitaleinkommen | Capital income | Schätzung | Estimation | Regressionsanalyse | Regression analysis | Statistische Verteilung | Statistical distribution |
-
Evaluating density forecasts with an application to stock market returns
Raaij, Gabriela de, (2002)
-
A comparative study of monotone quantile regression methods for financial returns
Cai, Yuzhi, (2016)
-
Predictable return distributions
Pedersen, Thomas Q., (2015)
- More ...
-
Allen, David E., (2013)
-
Multivariate volatility impulse response analysis of GFC news events
Allen, David E., (2015)
-
Down-side risk metrics as portfolio diversification strategies across the GFC
Allen, David E., (2015)
- More ...