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 proceedingBook chapterResearchpeer-review

Original languageEnglish
Title of host publicationSymposium i anvendt statistik
EditorsPeter Linde
Place of PublicationKøbenhavn
PublisherDanmarks Statistik
Publication date2012
Pages240-252
ISBN (Print)9788750119753
Publication statusPublished - 2012
Event28. Symposium i Anvendt Statistik - København, Denmark
Duration: 23 Jan 200625 Jan 2006
Conference number: 28

Conference

Conference28. Symposium i Anvendt Statistik
Number28
CountryDenmark
CityKøbenhavn
Period23/01/200625/01/2006

Cite this

la Cour, L., & Milhøj, A. (2012). Cointegration and Quantile Regression: Some Ideas and an Explorative Study within the Field of Stock Market Common Trends . In P. Linde (Ed.), Symposium i anvendt statistik (pp. 240-252). København: Danmarks Statistik.
la Cour, Lisbeth ; Milhøj, Anders. / Cointegration and Quantile Regression : Some Ideas and an Explorative Study within the Field of Stock Market Common Trends . Symposium i anvendt statistik. editor / Peter Linde. København : Danmarks Statistik, 2012. pp. 240-252
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year = "2012",
language = "English",
isbn = "9788750119753",
pages = "240--252",
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booktitle = "Symposium i anvendt statistik",
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la Cour, L & Milhøj, A 2012, Cointegration and Quantile Regression: Some Ideas and an Explorative Study within the Field of Stock Market Common Trends . in P Linde (ed.), Symposium i anvendt statistik. Danmarks Statistik, København, pp. 240-252, København, Denmark, 23/01/2006.

Cointegration and Quantile Regression : Some Ideas and an Explorative Study within the Field of Stock Market Common Trends . / la Cour, Lisbeth; Milhøj, Anders.

Symposium i anvendt statistik. ed. / Peter Linde. København : Danmarks Statistik, 2012. p. 240-252.

Research output: Chapter in Book/Report/Conference proceedingBook chapterResearchpeer-review

TY - CHAP

T1 - Cointegration and Quantile Regression

T2 - Some Ideas and an Explorative Study within the Field of Stock Market Common Trends

AU - la Cour, Lisbeth

AU - Milhøj, Anders

N1 - CBS Bibliotek har ikke adgang til bogen. CBS Library do not have access to the book.

PY - 2012

Y1 - 2012

M3 - Book chapter

SN - 9788750119753

SP - 240

EP - 252

BT - Symposium i anvendt statistik

A2 - Linde, Peter

PB - Danmarks Statistik

CY - København

ER -

la Cour L, Milhøj A. Cointegration and Quantile Regression: Some Ideas and an Explorative Study within the Field of Stock Market Common Trends . In Linde P, editor, Symposium i anvendt statistik. København: Danmarks Statistik. 2012. p. 240-252