Cointegration and Quantile Regression: Some Ideas and an Explorative Study within the Field of Stock Market Common Trends

Lisbeth la Cour, Anders Milhøj

Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research › peer-review

Original language	English
Title of host publication	Symposium i anvendt statistik
Editors	Peter Linde
Place of Publication	København
Publisher	Danmarks Statistik
Publication date	2012
Pages	240-252
ISBN (Print)	9788750119753
Publication status	Published - 2012
Event	28. Symposium i Anvendt Statistik - København, Denmark Duration: 23 Jan 2006 → 25 Jan 2006 Conference number: 28

Conference	28. Symposium i Anvendt Statistik
Number	28
Country/Territory	Denmark
City	København
Period	23/01/2006 → 25/01/2006

Cite this

@inbook{48f3e4053670418ea95a6e9769f0fd95,

title = "Cointegration and Quantile Regression: Some Ideas and an Explorative Study within the Field of Stock Market Common Trends ",

author = "{la Cour}, Lisbeth and Anders Milh{\o}j",

year = "2012",

language = "English",

isbn = "9788750119753",

pages = "240--252",

editor = "Peter Linde",

booktitle = "Symposium i anvendt statistik",

publisher = "Danmarks Statistik",

note = "null ; Conference date: 23-01-2006 Through 25-01-2006",

}