Oil prices, US stock return, and the dependence between their quantiles
Nicholas Sim; Hongtao Zhou
| Year of publication: |
2015
|
|---|---|
| Authors: | Sim, Nicholas ; Zhou, Hongtao |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 55.2015, p. 1-8
|
| Subject: | Oil prices | Stock return | Local linear regression | Quantile regression | Ölpreis | Oil price | Regressionsanalyse | Regression analysis | Kapitaleinkommen | Capital income | Börsenkurs | Share price | USA | United States |
| 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/10011377836