Risk analysis using regression quantiles : evidence from international equity markets
Hongtao Guo; Miranda S. Lam; Guojun Wu; Zhijie Xiao
| Year of publication: |
2013
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|---|---|
| Authors: | Guo, Hongtao ; Lam, Miranda S. ; Wu, Guojun ; Xiao, Zhijie |
| Published in: |
The international journal of business and finance research : IJBFR. - Hilo, Hawaii : IBFR, ISSN 1931-0269, ZDB-ID 2536566-6. - Vol. 7.2013, 2, p. 1-15
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| Subject: | value at risk | international equities | quantile regression | risk analysis | Regressionsanalyse | Regression analysis | Risikomaß | Risk measure | Risikomanagement | Risk management | Risiko | Risk | Internationaler Finanzmarkt | International financial market | Welt | World | Schätzung | Estimation | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009675606