Modeling the return distribution of salmon farming companies : a quantile regression approach
Year of publication: |
2020
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Authors: | Steen, Marie ; Jacobsen, Fredrik |
Published in: |
Aquaculture economics & management : official journal of the International Association of Aquaculture Economics and Management. - London [u.a.] : Taylor & Francis, ISSN 1551-8663, ZDB-ID 2009823-6. - Vol. 24.2020, 3, p. 310-337
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Subject: | Quantile regression | risk factors | salmon prices | salmon stock price | Value-at-Risk | volatility | Regressionsanalyse | Regression analysis | Risikomaß | Risk measure | Volatilität | Volatility | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Schätzung | Estimation | Aquakultur | Aquaculture | Süßwasserfische | Freshwater fish | CAPM |
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