Risk Analysis Using Regression Quantiles: Evidence from International Equity Markets
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More about this item
Keywords
Value at Risk; International Equities; Quantile Regression; Risk Analysis;All these keywords.
JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- C18 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Methodolical Issues: General
Statistics
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