Stochastic dominance via quantile regression with applications to investigate arbitrage opportunity and market efficiency (Q1753612)

From MaRDI portal
Revision as of 18:16, 15 July 2024 by ReferenceBot (talk | contribs) (‎Changed an Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
Stochastic dominance via quantile regression with applications to investigate arbitrage opportunity and market efficiency
scientific article

    Statements

    Stochastic dominance via quantile regression with applications to investigate arbitrage opportunity and market efficiency (English)
    0 references
    0 references
    0 references
    0 references
    29 May 2018
    0 references
    quantile regression
    0 references
    stochastic dominance
    0 references
    Brownian bridge
    0 references
    Internet bubble crisis
    0 references
    subprime crisis
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references