The quantile autoregressive model and idiosyncratic risk: a comparison with other volatility models in terms of modelling, forecasting and portfolio construction

Additional Metadata
Keywords	Quantile autoregression; Idiosyncratic risk; Asymmetric volatility; Variance forecasting; Portfolio construction
Thesis Advisor	Opschoor, P.A.
Persistent URL	hdl.handle.net/2105/60091
Series	Econometrie
Organisation	Erasmus School of Economics
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Tabe, J.I. (2021, November 4). The quantile autoregressive model and idiosyncratic risk: a comparison with other volatility models in terms of modelling, forecasting and portfolio construction. Econometrie. Retrieved from http://hdl.handle.net/2105/60091

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