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
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|---|---|
| Authors: | Meligkotsidou, Loukia ; Panopulu, Aikaterinē ; Vrontos, Ioannis D. ; Vrontos, Spyridon D. |
| Published in: |
The European journal of finance. - London [u.a.] : Taylor & Francis Group, ISSN 1466-4364, ZDB-ID 2001610-4. - Vol. 27.2021, 1/2, p. 110-135
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| 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 |
| 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