Return forecasting by quantile regression
Year of publication: |
2010
|
---|---|
Authors: | Pohlman, Lawrence ; Ma, Lingjie |
Published in: |
The journal of investing. - New York, NY : Pageant Media, ISSN 1068-0896, ZDB-ID 1359366-3. - Vol. 19.2010, 4, p. 116-121
|
Subject: | Theorie | Theory | Prognoseverfahren | Forecasting model | Regressionsanalyse | Regression analysis | Kapitaleinkommen | Capital income | Schätzung | Estimation |
-
Panel data tests of return models with applications to global stock returns
Hjalmarsson, Erik, (2005)
-
Evaluating density forecasts with an application to stock market returns
Raaij, Gabriela de, (2002)
-
Predictable return distributions
Pedersen, Thomas Q., (2015)
- More ...
-
Poutsiaka, William, (2009)
-
Tests of the Black and Whaley models for gold and silver futures options
Wolf, Avner S., (1987)
-
Ntantanis, Harris, (2020)
- More ...