The impact of COVID-19 on the degree of dependence and structure of risk-return relationship : a quantile regression approach
Asil Azimli
| Year of publication: |
2020
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| Authors: | Azimli, Asil |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 36.2020, p. 1-5
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| Subject: | Quantile regression | Covid-19 | Pandemics | Coronavirus | Regressionsanalyse | Regression analysis | Wirkungsanalyse | Impact assessment | Epidemie | Epidemic |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2020.101648 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012484188