Stock returns and risk: Evidence from quantile
Year of publication: |
2012
|
---|---|
Authors: | Chiang, Thomas C. ; Li, Jiandong |
Published in: |
Journal of Risk and Financial Management. - Basel : MDPI, ISSN 1911-8074. - Vol. 5.2012, 1, p. 20-58
|
Publisher: |
Basel : MDPI |
Subject: | Risk-return tradeoff | Volatility | Intraday skewness | Quantile Regression | High-frequency data |
Type of publication: | Article |
---|---|
Type of publication (narrower categories): | Article |
Language: | English |
Other identifiers: | 10.3390/jrfm5010020 [DOI] 871932466 [GVK] hdl:10419/178534 [Handle] |
Classification: | C12 - Hypothesis Testing ; C13 - Estimation ; G10 - General Financial Markets. General ; G11 - Portfolio Choice |
Source: |
-
Stock returns and risk : evidence from quantile
Chiang, Thomas C., (2012)
-
Modelling the effects of oil prices on global fertilizer prices and volatility
Chen, Ping-yu, (2012)
-
Modelling the effects of oil prices on global fertilizer prices and volatility
Chen, Ping-yu, (2012)
- More ...
-
Chiang, Thomas C., (2010)
-
Dynamic stock-bond return correlations and financial market uncertainty
Chiang, Thomas C., (2015)
-
Dynamic herding behavior in pacific-basin markets : evidence and implications
Chiang, Thomas C., (2013)
- More ...