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Search: subject:"Copula quantile regression"
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Multivariate Verteilung
10
Multivariate distribution
10
Volatilität
9
ARCH model
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ARCH-Modell
8
Spillover effect
8
Spillover-Effekt
8
Volatility
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Regressionsanalyse
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copula quantile regression
7
Kapitaleinkommen
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Aktienmarkt
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Börsenkurs
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copula
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quantile regression
4
tail dependence
4
volatility index
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China
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Copula quantile regression
3
GARCH copula quantile regression
3
Return Volatility relationship
3
Risk spillover
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Share price
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Copula quantile regression model
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Estimation
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Finanzsektor
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Return-Volatility relationship
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McAleer, Michael
5
Taylor, James
5
Thomas, Lyn
5
Tian, Maoxi
5
Alshater, Muneer Maher
3
Allen, David E
2
Allen, David E.
2
El Khoury, Rim
2
Powell, Robert J.
2
Singh, Abhay K
2
Singh, Abhay K.
2
Allen, David Edmund
1
Avdulaj, Krenar
1
Barunik, Jozef
1
Bouri, Elie
1
Guo, Fei
1
Ji, Hao
1
Kamal, Elham
1
Kinateder, Harald
1
Nasrallah, Nohade
1
Niu, Rong
1
Powell, Robert
1
Powell, Robert J
1
Powell, Ronan
1
Ren, Xianling
1
Singh, Abhay Kumar
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Wang, Bo
1
Xiao, Yang
1
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Zehri, Chokri
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Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
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Tinbergen Instituut
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Energy economics
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International review of financial analysis
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Journal of international financial markets, institutions & money
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KIER Working Papers
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Montenegrin journal of economics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The North American journal of economics and finance : a journal of financial economics studies
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The journal of futures markets
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ECONIS (ZBW)
10
RePEc
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EconStor
1
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11
Return-Volatility Relationship: Insights from Linear and Non-Linear Quantile Regression
Allen, David E.
;
Singh, Abhay K.
;
Powell, Robert J.
; …
-
Tinbergen Instituut
-
2013
copulabased non linear quantile regression known as
copula
quantile
regression
(CQR).The discussion of the properties of the …
Persistent link: https://www.econbiz.de/10011256497
Saved in:
12
The Volatility-Return Relationship:Insights from Linear and Non-Linear Quantile Regressions
Allen, David E
;
Singh, Abhay K
;
Powell, Robert J
; …
-
Institute of Economic Research, Kyoto University
-
2012
copula based non-linear quantile regression known as
copula
quantile
regression
(CQR). The discussion of the prop- erties of …
Persistent link: https://www.econbiz.de/10011263108
Saved in:
13
The Volatility-Return Relationship: Insights from Linear and Non-Linear Quantile Regressions
Allen, David Edmund
;
Powell, Ronan
;
McAleer, Michael
; …
-
Facultad de Ciencias Económicas y Empresariales, …
-
2012
copula based non-linear quantile regression known as
copula
quantile
regression
(CQR). The discussion of the properties of …
Persistent link: https://www.econbiz.de/10010778704
Saved in:
14
A semiparametric nonlinear quantile regression model for financial returns
Avdulaj, Krenar
;
Barunik, Jozef
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
1
,
pp. 81-97
Persistent link: https://www.econbiz.de/10011650231
Saved in:
15
The Volatility-Return Relationship: Insights from Linear and Non-Linear Quantile Regressions
Allen, David E
;
Singh, Abhay Kumar
;
Powell, Robert
; …
-
School of Business, Edith Cowan University
-
2012
copula based non-linear quantile regression known as
copula
quantile
regression
(CQR). The discussion of the properties of …
Persistent link: https://www.econbiz.de/10010852171
Saved in:
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