High dimensional latent panel quantile regression with an application to asset pricing
Alexandre Belloni, Mingli Chen, Oscar Hernan Madrid Padilla, and Zixuan (Kevin) Wang
| Year of publication: |
December 4, 2019
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| Authors: | Belloni, Alexandre ; Chen, Mingli ; Madrid Padilla, Oscar Hernan ; Wang, Zixuan |
| Publisher: |
Coventry, United Kingdom : University of Warwick, Department of Economics |
| Subject: | High-dimensional quantile regression | factor model | nuclear norm regulariza-tion | panel data | asset pricing | characteristic-based model | Panel | Panel study | CAPM | Regressionsanalyse | Regression analysis | Theorie | Theory | Börsenkurs | Share price | Schätzung | Estimation | Faktorenanalyse | Factor analysis |
freely available
| Extent: | 1 Online-Ressource (circa 53 Seiten) Illustrationen |
|---|---|
| Series: | Warwick economic research papers. - Coventry : [Verlag nicht ermittelbar], ISSN 2059-4283, ZDB-ID 2196580-8. - Vol. no: 1230 (December 2019) |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012170765