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Search: subject:"copula quantile regression"
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copula quantile regression
5
copula
4
quantile regression
4
tail dependence
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volatility index
4
Börsenkurs
2
Kapitaleinkommen
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Return Volatility relationship
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Return-Volatility relationship
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Volatilität
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Asia
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Asiatisch-pazifischer Raum
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Asien
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Kopula (Mathematik)
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Methode der kleinsten Quadrate
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Multivariate Verteilung
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stock markets
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McAleer, Michael
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Taylor, James
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Thomas, Lyn
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Allen, David E.
2
Powell, Robert J.
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Singh, Abhay K
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Singh, Abhay K.
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Allen, David E
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Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
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Markets dependence in times of turmoil : evidence from US and Asia-Pacific stock markets
Zehri, Chokri
- In:
Montenegrin journal of economics
18
(
2022
)
2
,
pp. 175-189
Persistent link: https://www.econbiz.de/10013254592
Saved in:
2
Return-Volatility Relationship: Insights from Linear and Non-Linear Quantile Regression
Allen, David E.
;
Singh, Abhay K.
;
Powell, Robert J.
; …
-
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/10010326227
Saved in:
3
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:
4
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:
5
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:
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