On downside risk predictability through liquidity and...

International Journal of Forecasting 2013 / 1 Vol. 29; Iss. 1

On downside risk predictability through liquidity and trading activity: A dynamic quantile approach

Rubia, Antonio, Sanchis-Marco, Lidia
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Volume:
29
Language:
english
Journal:
International Journal of Forecasting
DOI:
10.1016/j.ijforecast.2012.09.001
Date:
January, 2013
File:
PDF, 837 KB
english, 2013
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