Huarng, Kun-Huang; Yu, Tiffany Hui-Kuang - In: Journal of Business Research 67 (2014) 5, pp. 779-784
Quantile regression is popular because it provides more information as well as comprehensive interpretations. To improve forecasting performance, this study proposes a new quantile information criterion (NQIC), on the basis of the coefficient of variation, and expects the NQIC to reflect whether...