Quantile risk-return trade-off
Year of publication: |
2021
|
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Authors: | Aslanidis, Nektarios ; Christiansen, Charlotte ; Savva, Christos S. |
Published in: |
Journal of Risk and Financial Management. - Basel : MDPI, ISSN 1911-8074. - Vol. 14.2021, 6, p. 1-14
|
Publisher: |
Basel : MDPI |
Subject: | quantile regressions | risk-return trade-off | stock markets | VIX |
Type of publication: | Article |
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Type of publication (narrower categories): | Article |
Language: | English |
Other identifiers: | 10.3390/jrfm14060249 [DOI] 1763154394 [GVK] hdl:10419/239665 [Handle] |
Classification: | C22 - Time-Series Models ; G12 - Asset Pricing ; G15 - International Financial Markets |
Source: |
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