Quantile cointegrating regression
Year of publication: |
2009
|
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Authors: | Xiao, Zhijie |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 150.2009, 2, p. 248-260
|
Subject: | Kointegration | Cointegration | ARCH-Modell | ARCH model | Portfolio-Management | Portfolio selection | Theorie | Theory |
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