On downside risk predictability through liquidity and trading activity: A dynamic quantile approach

  1. Rubia, A.
  2. Sanchis-Marco, L.
Revue:
International Journal of Forecasting

ISSN: 0169-2070

Année de publication: 2013

Volumen: 29

Número: 1

Pages: 202-219

Type: Article

DOI: 10.1016/J.IJFORECAST.2012.09.001 GOOGLE SCHOLAR
La source de données: Scopus