Author:
Trinks Pieter Jan,Scholtens Bert
Publisher
Springer Science and Business Media LLC
Subject
Law,Economics and Econometrics,Arts and Humanities (miscellaneous),General Business, Management and Accounting,Business and International Management
Reference55 articles.
1. Ahrens, D. (2004). Investing in vice: The recession-proof portfolio of booze, bets, bombs, and butts. New York: St. Martin’s Press.
2. Andrews, D. W. K. (1993). Tests for parameter instability and structural change with unknown change point. Econometrica, 61(4), 821–856.
3. Bassett, G. W, Jr, & Chen, H. (2001). Portfolio style: Return-based attribution using quantile regression. Empirical Economics, 26(1), 293–305.
4. Baur, D. G., Dimpfl, T., & Jung, R. C. (2012). Stock return autocorrelations revisited: A quantile regression approach. Journal of Empirical Finance, 19(2), 254–265.
5. Buhai, I. S. (2005). Quantile regression: Overview and selected applications. Ad-Astra-The Young Romanian Scientists Journal, 4(1), 1–17.
Cited by
126 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献