A quantile regression approach to equity premium prediction
Loukia Meligkotsidou, Ekaterini Panopoulou, Ioannis D. Vrontos and Spyridon D. Vrontos
| Year of publication: |
2014
|
|---|---|
| Authors: | Meligkotsidou, Loukia ; Panopulu, Aikaterinē ; Vrontos, Ioannis D. ; Vrontos, Spyridon D. |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 33.2014, 7, p. 558-576
|
| Subject: | equity premium | forecast combination | predictive quantile regression | robust point forecasts | time-varying weights | Prognoseverfahren | Forecasting model | Risikoprämie | Risk premium | Regressionsanalyse | Regression analysis | Zeitreihenanalyse | Time series analysis | Prognose | Forecast | Schätzung | Estimation | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011282859