Quantile regression analysis of the asymmetric return-volatility relation
Year of publication: |
2013
|
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Authors: | Badshah, Ihsan Ullah |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 33.2013, 3, p. 235-265
|
Subject: | Regressionsanalyse | Regression analysis | Volatilität | Volatility | Kapitaleinkommen | Capital income |
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