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~person:"Härdle, Wolfgang"
~person:"Sim, Nicholas"
~subject:"Capital income"
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Search: subject:"quantile regression"
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Härdle, Wolfgang
Sim, Nicholas
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ECONIS (ZBW)
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Tail event driven ASset allocation : evidence from equity and mutual funds’ markets
Härdle, Wolfgang
;
Lee, David Kuo Chuen
;
Nasekin, Sergey
; …
-
2015
based
quantile
regression
in order to determine an active set of portfolio elements with negative non-zero coefficients …
Persistent link: https://www.econbiz.de/10011349525
Saved in:
2
Linkages between oil price shocks and stock returns revisited
Doko Tchatoka, Firmin
;
Masson, Virginie
;
Parry, Sean
- In:
Energy economics
82
(
2019
),
pp. 42-61
Persistent link: https://www.econbiz.de/10012173811
Saved in:
3
Tail Event Driven ASset allocation: evidence from equity and mutual funds' markets
Härdle, Wolfgang
;
Lee, David Kuo Chuen
;
Nasekin, Sergey
; …
- In:
The journal of asset management
19
(
2018
)
1
,
pp. 49-63
Persistent link: https://www.econbiz.de/10011847640
Saved in:
4
Modeling the dependence structures of financial assets through the Copula Quantile-on-Quantile approach
Sim, Nicholas
- In:
International review of financial analysis
48
(
2016
),
pp. 31-45
Persistent link: https://www.econbiz.de/10011624367
Saved in:
5
Oil prices, US stock return, and the dependence between their quantiles
Sim, Nicholas
;
Zhou, Hongtao
- In:
Journal of banking & finance
55
(
2015
),
pp. 1-8
Persistent link: https://www.econbiz.de/10011377836
Saved in:
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