scholarly journals Out-of-Sample Equity Premium Prediction: A Complete Subset Quantile Regression Approach

2013 ◽  
Author(s):  
Loukia Meligkotsidou ◽  
Ekaterini Panopoulou ◽  
Ioannis D. Vrontos ◽  
Spyridon D. Vrontos
Keyword(s):  
Quantile Regression ◽  
Equity Premium ◽  
Regression Approach ◽  
Out Of Sample

scholarly journals Out-of-sample equity premium prediction: a complete subset quantile regression approach

2019 ◽  
Vol 27 (1-2) ◽  
pp. 110-135 ◽  
Author(s):  
Loukia Meligkotsidou ◽  
Ekaterini Panopoulou ◽  
Ioannis D. Vrontos ◽  
Spyridon D. Vrontos
Keyword(s):  
Quantile Regression ◽  
Equity Premium ◽  
Regression Approach ◽  
Out Of Sample

scholarly journals A Quantile Regression Approach to Equity Premium Prediction

2014 ◽  
Vol 33 (7) ◽  
pp. 558-576 ◽  
Author(s):  
Loukia Meligkotsidou ◽  
Ekaterini Panopoulou ◽  
Ioannis D. Vrontos ◽  
Spyridon D. Vrontos
Keyword(s):  
Quantile Regression ◽  
Equity Premium ◽  
Regression Approach

scholarly journals A Quantile Regression Approach to Equity Premium Prediction

2012 ◽  
Author(s):  
Loukia Meligkotsidou ◽  
Ekaterini Panopoulou ◽  
Ioannis D. Vrontos ◽  
Spyridon D. Vrontos
Keyword(s):  
Quantile Regression ◽  
Equity Premium ◽  
Regression Approach

Financial Returns and Price Determinants of Art: A Hedonic Quantile Regression Approach

2020 ◽  
Vol 20 (2) ◽  
pp. 133-144
Author(s):  
Dongryul Jang ◽  
Minjae Park
Keyword(s):  
Quantile Regression ◽  
Financial Returns ◽  
Regression Approach ◽  
Price Determinants

The Effects of Increased Foreign Ownership on Domestic Firms’ Productivity: A Quantile Regression Approach

2017 ◽  
Vol 24660396 ◽  
pp. 3-25
Author(s):  
Ka Woen Gwun ◽  
◽  
Bong Geul Chun ◽  
Keyword(s):  
Quantile Regression ◽  
Foreign Ownership ◽  
Domestic Firms ◽  
Regression Approach

A Real-Time Quantile-Regression Approach to Forecasting Gold-Price Fluctuations Under Asymmetric Loss

2015 ◽  
Author(s):  
Christian Pierdzioch ◽  
Marian Risse ◽  
Sebastian Rohloff
Keyword(s):  
Quantile Regression ◽  
Real Time ◽  
Gold Price ◽  
Asymmetric Loss ◽  
Price Fluctuations ◽  
Regression Approach

A parametric quantile regression approach for modelling zero‐or‐one inflated double bounded data

2021 ◽  
Author(s):  
André F. B. Menezes ◽  
Josmar Mazucheli ◽  
Marcelo Bourguignon
Keyword(s):  
Quantile Regression ◽  
Regression Approach ◽  
Bounded Data
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