On downside risk predictability through liquidity and trading activity : a dynamic quantile approach
Antonio Rubia; Lidia Sanchis-Marco
| Year of publication: |
2013
|
|---|---|
| Authors: | Rubia, Antonio ; Sanchis-Marco, Lidia |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 29.2013, 1, p. 202-219
|
| Subject: | Prognoseverfahren | Forecasting model | Handelsvolumen der Börse | Trading volume | Liquidität | Liquidity | Volatilität | Volatility | Theorie | Theory | Risikomaß | Risk measure |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009706161