Risk Analysis Using Regression Quantiles: Evidence from International Equity Markets
Year of publication: |
2013
|
---|---|
Authors: | Guo, Hongtao ; Lam, Miranda S. ; Wu, Guojun ; Xiao, Zhijie |
Published in: |
The International Journal of Business and Finance Research. - Vol. 7.2013, 2, p. 1-15
|
Subject: | Value at Risk | International Equities | Quantile Regression | Risk Analysis |
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