Quantile information share under Markov regime‐switching
| Year of publication: |
2020
|
|---|---|
| Authors: | Lien, Da-hsiang Donald ; Wang, Ziling ; Yu, Xiaojian |
| Published in: |
Journal of Futures Markets. - Wiley, ISSN 1096-9934, ZDB-ID 2002201-3. - Vol. 41.2020, 4 (17.12.), p. 493-513
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1002/fut.22181 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012406811