Return-volatility relationship : insights from linear and non-linear quantile regression
David E. Allen; Abhay K. Singh; Robert J. Powell; Michael McAleer; James Taylor ...
| Year of publication: |
2013
|
|---|---|
| Authors: | Allen, David E. ; Singh, Abhay Kumar ; Powell, Robert ; McAleer, Michael ; Taylor, James W. |
| Publisher: |
Rotterdam |
| Subject: | Return-volatility relationship | Quantile regression | Copula | Copula quantile | Regression | Volatility index | Tail dependence | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Volatilität | Volatility | Regressionsanalyse | Regression analysis | Multivariate Verteilung | Multivariate distribution | Kleinste-Quadrate-Methode | Least squares method | Welt | World |
freely available
| Extent: | Online-Ressource (25 S.) graph. Darst. |
|---|---|
| Series: | Discussion paper / Tinbergen Institute. - Rotterdam [u.a.] : [Verlag nicht ermittelbar], ISSN 0929-0834, ZDB-ID 2435783-2. - Vol. 2013,020 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Other identifiers: | hdl:10419/87245 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009724826