On downside risk predictability through liquidity and trading activity: A dynamic quantile approach
| Year of publication: |
2013
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|---|---|
| Authors: | Rubia, Antonio ; Sanchis-Marco, Lidia |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943x. - Vol. 29.2013, 1, p. 202-219
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