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Risk vs upside uncertainty : application of quantile regression in investment analysis
Rehman, Seema, (2023)
On asymmetric market model with heteroskedasticity and quantile regression
Chen, Cathy W. S., (2017)
Efficient estimation for models with nonlinear heteroscedasticity
Xu, Zhanxiong, (2022)
Semi-parametric estimation of a generalized threshold regression model under conditional quantile restriction
Zhang, Zhengyu, (2013)
A pairwise difference estimator for partially linear spatial autoregressive models
Strategic interaction of capital structures : a spatial econometric approach
Zhang, Zhengyu, (2012)