Risk vs upside uncertainty : application of quantile regression in investment analysis
Seema Rehman, Jameel Ahmed Khilji and Saqib Sharif
| Year of publication: |
2023
|
|---|---|
| Authors: | Rehman, Seema ; Khilji, Jameel Ahmed ; Sharif, Saqib |
| Subject: | asymmetric | CAPM | heteroscedasticity | ordinary least squares regression | Quantile regression | Regressionsanalyse | Regression analysis | Kleinste-Quadrate-Methode | Least squares method | Risiko | Risk | Schätzung | Estimation | Schätztheorie | Estimation theory | Heteroskedastizität | Heteroscedasticity |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/17520843.2021.1952639 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014319833