Chien-Chiang Lee, Jhih-Hong Zeng. The impact of oil price shocks on stock market activities: Asymmetric effect with quantile regression. Mathematics and Computers in Simulation, 81(9):1910-1920, 2011. [doi]
@article{LeeZ11-1,
title = {The impact of oil price shocks on stock market activities: Asymmetric effect with quantile regression},
author = {Chien-Chiang Lee and Jhih-Hong Zeng},
year = {2011},
doi = {10.1016/j.matcom.2011.03.004},
url = {http://dx.doi.org/10.1016/j.matcom.2011.03.004},
researchr = {https://researchr.org/publication/LeeZ11-1},
cites = {0},
citedby = {0},
journal = {Mathematics and Computers in Simulation},
volume = {81},
number = {9},
pages = {1910-1920},
}