Volatility forecasting by quantile regression
Year of publication: |
2012
|
---|---|
Authors: | Huang, Alex |
Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 44.2012, 4/6, p. 423-433
|
Subject: | Kapitaleinkommen | Capital income | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Regressionsanalyse | Regression analysis | Aktienmarkt | Stock market | Welt | World | 1990-2007 |
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