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~institution:"Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel"
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Semiparametric Conditional Quantile Models for Financial Returns and Realized Volatility
Žikeš, Filip
;
Baruník, Jozef
-
Institut für Volkswirtschaftslehre, …
-
2014
This paper investigates how the
conditional
quantiles
of future returns and volatility of financial assets vary with …
Persistent link: https://www.econbiz.de/10010986555
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