Work

A Quantile Regression Approach to Estimating the Distribution of Multiperiod Returns

Year: 1999

Type: article

Source: The Journal of Derivatives

DOI: 10.3905/jod.1999.319106

Author: James W. Taylor

Institution: London Business School

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2016691324

FWCI: 4.815

Cites: 31

Cited by: 137

Related to: 10