A Quantile Regression Approach to Estimate the Variance of Financial Returns

Author:

Baur, Dirk G.; Dimpfl, Thomas

Tübinger Autor(en):

Published in:

Journal of Financial Econometrics (2019), Bd. 17, H. 4, S. 616-644

Verlagsangabe:

Oxford Univ Press

Language:

English

Full text:

ISSN:

1479-8417

DDC Classifikation:

330 - Economics

Dokumentart:

Article

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