On the Quantile Regression Based Tests for Asymmetry in Stock Return Volatility
Additional Info
- Titulo: On the Quantile Regression Based Tests for Asymmetry in Stock Return Volatility
- Autor: PARK, Beum-Jo
- Revista: Asian Economic Journal
- Nº: 16 (2)
- Ano: 2002
- ISSN: n/a
- Secção: 2.5