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  • Search: subject:"quantile regression; volatility"
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Subject
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ARCH model 1 ARCH-Modell 1 Aktienmarkt 1 Brasilien 1 Brazil 1 CAViaR 1 Devisenmarkt 1 Estimation 1 Estimation theory 1 Exchange rate 1 Exchange rate policy 1 Forecasting model 1 Foreign exchange market 1 GARCH 1 Government intervention 1 Prognoseverfahren 1 Regression analysis 1 Regressionsanalyse 1 Schätztheorie 1 Schätzung 1 Stock market 1 Volatility 1 Volatilität 1 Wechselkurs 1 Wechselkurspolitik 1 endogeneity 1 foreign exchange market 1 quantile regression; volatility 1 stock market 1
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Free 1
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Book / Working Paper 1
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Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
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English 1
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Gaglianone, Wagner Piazza 1 Klotzle, Marcelo Cabus 1 Pinto, Antônio Carlos Figueiredo 1 Viola, Alessandra Pasqualina 1
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ECONIS (ZBW) 1
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Predicting exchange rate volatility in Brazil : an approach using quantile autoregression
Viola, Alessandra Pasqualina; Klotzle, Marcelo Cabus; … - 2017
Persistent link: https://www.econbiz.de/10011944952
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