Return-Volatility Relationship : Insights from Linear and Non-Linear Quantile Regression
Year of publication: |
2013
|
---|---|
Authors: | Allen, David E. |
Other Persons: | Singh, Abhay Kumar (contributor) ; Powell, Robert (contributor) ; McAleer, Michael (contributor) ; Taylor, James W. (contributor) ; Thomas, Lyn C. (contributor) |
Publisher: |
[2013]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Regressionsanalyse | Regression analysis | Börsenkurs | Share price | Welt | World |
Extent: | 1 Online-Ressource (25 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 18, 2013 erstellt |
Other identifiers: | 10.2139/ssrn.2253685 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Aloui, Mouna, (2023)
-
The impact of oil price volatility on stock markets : evidences from oil-importing countries
Joo, Young C., (2021)
-
Živkov, Dejan, (2022)
- More ...
-
Return-volatility relationship : insights from linear and non-linear quantile regression
Allen, David E., (2013)
-
A Non-Parametric and Entropy Based Analysis of the Relationship between the VIX and S&P 500
Allen, David E., (2012)
-
Nonparametric Multiple Change Point Analysis of the Global Financial Crisis
Allen, David E., (2013)
- More ...