Cointegration and quantile regression: Some initial ideas and an exploratory study within the field of stock market common trends

Anders Milhøj, Lisbeth Funding la Cour

OriginalsprogEngelsk
TitelSymposium i Anvendt Statistik 2012
Antal sider13
UdgivelsesstedKbh.
ForlagDanmarks Statistik
Publikationsdato2012
Sider240-252
ISBN (Trykt)9788750119753
StatusUdgivet - 2012

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