Return-Volatility Relationship: Insights from Linear and Non-Linear Quantile Regression
Allen, David E., Singh, Abhay Kumar, Powell, Robert J., McAleer, Michael, Taylor, James W., Thomas, Lyn C.Year:
2013
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.2253685
File:
PDF, 4.26 MB
english, 2013