Non-parametric quantile dependencies between volatility discontinuities and political risk
Konstantinos Gkillas, Gideon Boako, Dimitrios Vortelinos, Lavrentios Vasiliadis
| Year of publication: |
2020
|
|---|---|
| Authors: | Gillas, Konstantinos Gkillas ; Boako, Gideon ; Vortelinos, Dimitrios I. ; Vasiliadis, Lavrentios |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 32.2020, p. 1-9
|
| Subject: | Mexico | Political risk | Quantile correlation | Volatility jumps | Volatilität | Volatility | Mexiko | Länderrisiko | Country risk | Nichtparametrisches Verfahren | Nonparametric statistics | Korrelation | Correlation | Regressionsanalyse | Regression analysis | Theorie | Theory | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2018.12.022 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012430652