Publication detail

Measurement of Common Risk Factors: A Panel Quantile Regression Model for Returns

Author(s): doc. PhDr. Jozef Baruník Ph.D.,
PhDr. František Čech Ph.D.,
Type: Articles in journals with impact factor
Year: 2021
Number: 0
ISSN / ISBN:
Published in: Journal of Financial Markets 52 preprint PDF
Publishing place:
Keywords:
JEL codes: C14, C23, G17, G32
Suggested Citation:
Grants: GAUK 610317: Measurement of common risk factors: A panel quantile regression models for returns and volatility
Abstract:

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