A quantile regression approach to estimating the distribution of multiperiod returns
James W. Taylor
| Year of publication: |
1999
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|---|---|
| Authors: | Taylor, James W. |
| Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Pageant Media Ltd., ISSN 1074-1240, ZDB-ID 1169004-5. - Vol. 7.1999, 1, p. 64-78
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| Subject: | Regressionsanalyse | Regression analysis | Nichtparametrisches Verfahren | Nonparametric statistics | Kapitaleinkommen | Capital income | Theorie | Theory | Statistische Verteilung | Statistical distribution | Wechselkurs | Exchange rate | Volatilität | Volatility | Schätzung | Estimation | USA | United States | 1990-1994 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: The journal of derivatives |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001432473