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

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