Modeling the volatility of DJIM equity indices: a fundamental analysis using quantile regression
作者： Mongi Arfaoui , Aymen Ben Rejeb
DOI: 10.1108/IMEFM-09-2019-0418
关键词:
摘要: … of interest rates and the VIX (Volatility index) as global risk … high volatility, for both normal and extreme events, volatility … we observe high volatility and therefore a reduced investment. …
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