Asymmetric dependence structures for regional stock markets : an unconditional quantile regression approach
Xiyong Dong, Changhong Li, Seong-Min Yoon
| Year of publication: |
2020
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|---|---|
| Authors: | Dong, Xiyong ; Li, Changhong ; Yoon, Seong-min |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 52.2020, p. 1-22
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| Subject: | Asymmetric dependence | Regional stock market | Global economic factor | Stock market condition | Unconditional quantile regression | Aktienmarkt | Stock market | Regressionsanalyse | Regression analysis | Schätzung | Estimation | Statistische Verteilung | Statistical distribution |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2019.101111 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012656873