Arbeitspapier
Return-Volatility Relationship: Insights from Linear and Non-Linear Quantile Regression
- Sprache
-
Englisch
- ISBN
-
NBN:nl:ui:15-1765/38773
- Erschienen in
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Series: Tinbergen Institute Discussion Paper; No. 13-020/III
Bezug (was)
Wirtschaft
Semiparametric and Nonparametric Methods: General
Financial Econometrics
Portfolio Choice; Investment Decisions
Return-Volatility relationship
quantile regression
copula
copula quantile regression
volatility index
tail dependence
Börsenkurs
Kapitaleinkommen
Volatilität
Regression
Kopula (Mathematik)
Methode der kleinsten Quadrate
Welt
Semiparametric and Nonparametric Methods: General
Financial Econometrics
Portfolio Choice; Investment Decisions
Return-Volatility relationship
quantile regression
copula
copula quantile regression
volatility index
tail dependence
Börsenkurs
Kapitaleinkommen
Volatilität
Regression
Kopula (Mathematik)
Methode der kleinsten Quadrate
Welt
Beteiligte Personen und Organisationen
Allen, David E.
Singh, Abhay K.
Powell, Robert J.
McAleer, Michael
Taylor, James
Thomas, Lyn
Amsterdam and Rotterdam: Tinbergen Institute
Singh, Abhay K.
Powell, Robert J.
McAleer, Michael
Taylor, James
Thomas, Lyn
Amsterdam and Rotterdam: Tinbergen Institute
Erschienen
Amsterdam and Rotterdam: Tinbergen Institute
- Rechteinformation
-
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft
- Letzte Aktualisierung
-
18.10.2021, 08:58 MESZ
Objekttyp
- Arbeitspapier
Beteiligte
- Allen, David E.
- Singh, Abhay K.
- Powell, Robert J.
- McAleer, Michael
- Taylor, James
- Thomas, Lyn
- Amsterdam and Rotterdam: Tinbergen Institute
Entstanden
- Amsterdam and Rotterdam: Tinbergen Institute
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