The determinants of quantile autocorrelations : evidence from the UK
Bartosz Ge̜bka; Mark E. Wohar
| Year of publication: |
2013
|
|---|---|
| Authors: | Ge̜bka, Bartosz ; Wohar, Mark E. |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 29.2013, p. 51-61
|
| Subject: | Stock return autocorrelation | Quantile regression | Autokorrelation | Autocorrelation | Kapitaleinkommen | Capital income | Regressionsanalyse | Regression analysis | Börsenkurs | Share price | Schätztheorie | Estimation theory | Schätzung | Estimation | Großbritannien | United Kingdom |
| Extent: | graph. Darst. |
|---|---|
| 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/10010244128