Out-of-sample equity premium prediction : a complete subset quantile regression approach
Loukia Meligkotsidou, Ekaterini Panopoulou, Ioannis D. Vrontos and Spyridon D. Vrontos
| Year of publication: |
2021
|
|---|---|
| Authors: | Meligkotsidou, Loukia ; Panopulu, Aikaterinē ; Vrontos, Ioannis D. ; Vrontos, Spyridon D. |
| Subject: | Equity premium | forecast combination | predictive quantile regression | robust point forecasts | subset quantile regressions | Prognoseverfahren | Forecasting model | Regressionsanalyse | Regression analysis | Risikoprämie | Risk premium | Theorie | Theory | Schätzung | Estimation |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1351847X.2019.1647866 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012424931