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	Revisiting the asymmetric dynamic dependence of stock returns: Evidence from a quantile autoregression model
	Zhu, HM; Li, ZL; You, WH; Zeng, ZF
刊名	International Review of Financial Analysis
	2015
卷号	Vol.40页码:142-153
关键词	Quantile autoregression Stock returns Asymmetric dynamic dependence
ISSN号	1057-5219
URL标识	查看原文
公开日期	[db:dc_date_available]
内容类型	期刊论文
URI标识	http://www.corc.org.cn/handle/1471x/6090220
专题	湖南大学
作者单位	1.Hunan Univ, Coll Business Adm, Changsha 410082, Hunan, Peoples R China 2.Hunan Univ, Coll Finance & Stat, Changsha 410082, Hunan, Peoples R China
推荐引用方式 GB/T 7714	Zhu, HM,Li, ZL,You, WH,et al. Revisiting the asymmetric dynamic dependence of stock returns: Evidence from a quantile autoregression model[J]. International Review of Financial Analysis,2015,Vol.40:142-153.
APA	Zhu, HM,Li, ZL,You, WH,&Zeng, ZF.(2015).Revisiting the asymmetric dynamic dependence of stock returns: Evidence from a quantile autoregression model.International Review of Financial Analysis,Vol.40,142-153.
MLA	Zhu, HM,et al."Revisiting the asymmetric dynamic dependence of stock returns: Evidence from a quantile autoregression model".International Review of Financial Analysis Vol.40(2015):142-153.

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