Measuring Comovements by Regression Quantiles
Year of publication: |
[2021]
|
---|---|
Authors: | Cappiello, Lorenzo ; Manganelli, Simone ; Gerard, Bruno |
Publisher: |
[S.l.] : SSRN |
Subject: | Modellierung | Scientific modelling | Schätzung | Estimation | Schätztheorie | Estimation theory |
Extent: | 1 Online-Ressource (50 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 2005 erstellt |
Other identifiers: | 10.2139/ssrn.742507 [DOI] |
Classification: | C14 - Semiparametric and Nonparametric Methods ; C22 - Time-Series Models ; G15 - International Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
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