Exact inference in long-horizon predictive quantile regressions with an application to stock returns
Sermin Gungor and Richard Luger
| Year of publication: |
2021
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|---|---|
| Authors: | Gungor, Sermin ; Luger, Richard |
| Published in: |
Journal of financial econometrics. - Oxford : Oxford University Press, ISSN 1479-8417, ZDB-ID 2065613-0. - Vol. 19.2021, 4, p. 746-788
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| Subject: | exact distribution-free inference | multiple comparisons | Monte-Carlo permutationtest | predictability | persistent predictor | quantile regression | Regressionsanalyse | Regression analysis | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Induktive Statistik | Statistical inference | Schätzung | Estimation | Statistischer Test | Statistical test | Schätztheorie | Estimation theory | Kapitalmarktrendite | Capital market returns |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/jjfinec/nbz017 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012654991