Evaluating market timing occurrence with quantile regression. Model design and application to U.S. mutual funds

Veliu, Pranvera
2021/2022

2021-03
market timing, quantile regression, mutual funds
File in questo prodotto:
File Dimensione Formato  
Veliu_Pranvera.pdf

accesso aperto

Dimensione 13.4 MB
Formato Adobe PDF
13.4 MB Adobe PDF Visualizza/Apri

The text of this website © Università degli studi di Padova. Full Text are published under a non-exclusive license. Metadata are under a CC0 License

Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/20.500.12608/21214