On downside risk predictability through liquidity and trading activity : a quantile regression approach
Year of publication: |
2011
|
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Authors: | Rubia, Antonio ; Sanchis-Marco, Lidia |
Publisher: |
Valencia : IVIE |
Subject: | Regressionsanalyse | Regression analysis | Handelsvolumen der Börse | Trading volume | Prognoseverfahren | Forecasting model | Schätzung | Estimation | Volatilität | Volatility | Liquidität | Liquidity |
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