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