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

Original language	English
Title of host publication	Symposium i Anvendt Statistik 2012
Number of pages	13
Place of Publication	Kbh.
Publisher	Danmarks Statistik
Publication date	2012
Pages	240-252
ISBN (Print)	9788750119753
Publication status	Published - 2012

Cite this

@inbook{6afb42b6d08b4466a923aea2bd96faaf,

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

author = "Anders Milh{\o}j and {la Cour}, {Lisbeth Funding}",

year = "2012",

language = "English",

isbn = "9788750119753",

pages = "240--252",

booktitle = "Symposium i Anvendt Statistik 2012",

publisher = "Danmarks Statistik",

}