Stock return autocorrelations revisited : a quantile regression approach
Dirk G. Baur, Thomas Dimpfl, Robert C. Jung
| Year of publication: |
2012
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|---|---|
| Authors: | Baur, Dirk G. ; Dimpfl, Thomas ; Jung, Robert |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 19.2012, 2, p. 254-265
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| Subject: | Stock return distribution | Quantile autoregression | Overreaction and underreaction | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Autokorrelation | Autocorrelation | Regressionsanalyse | Regression analysis | Schätzung | Estimation |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009615707