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ARCH model 1 ARCH-Modell 1 Capital income 1 Estimation 1 Kapitaleinkommen 1 Regression analysis 1 Regressionsanalyse 1 Schätzung 1 Volatility 1 Volatilität 1 asymmetric volatility 1 inter-quantile range 1 quantile autoregression 1 varianceestimation 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Baur, Dirk G. 1 Dimpfl, Thomas 1
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Journal of financial econometrics 1
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A quantile regression approach to estimate the variance of financial returns
Baur, Dirk G.; Dimpfl, Thomas - In: Journal of financial econometrics 17 (2019) 4, pp. 616-644
Persistent link: https://www.econbiz.de/10012152237
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