c |
|
|
|
|
|
| |
tau = 0.10 | 0.001 | −0.068 | 0.314 | −3.766 | 0.560 | −2.305 | 0.225 |
t-stat. | 0.683 | −3.413*** | 7.923*** | −5.882*** | 7.553*** | −3.585*** | |
tau = 0.25 | −0.001 | −0.097 | 0.333 | −3.778 | 0.818 | −4.002 | 0.266 |
t-stat. | −0.617 | −4.352*** | 7.380*** | −6.036*** | 6.275*** | −1.329 | |
tau = 0.50 | −0.003 | −0.110 | 0.393 | −4.544 | 1.111 | −4.852 | 0.302 |
t-stat. | −2.066* | −9.341*** | 10.175*** | −8.683*** | 9.223*** | −8.514*** | |
tau = 0.75 | −0.006 | −0.101 | 0.391 | −4.376 | 1.661 | −7.857 | 0.305 |
t-stat. | −2.380* | −3.924*** | 4.656*** | −2.348* | 7.249*** | −4.478*** | |
tau = 0.90 | −0.011 | −0.118 | 0.307 | −3.233 | 2.383 | −10.392 | 0.313 |
t-stat. | −3.098*** | −6.322*** | 2.385* | −1.960* | 7.847*** | −5.476*** |