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Search: subject:"Predictive quantile regression"
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Estimation
8
Regression analysis
8
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8
Schätzung
8
Forecasting model
7
Prognoseverfahren
7
Predictive quantile regression
4
predictive quantile regression
4
Capital income
3
Estimation theory
3
Kapitaleinkommen
3
Risikoprämie
3
Risk premium
3
Schätztheorie
3
Theorie
3
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3
forecast combination
3
Auxiliary regressor
2
Forecast
2
Highly persistent predictor
2
Multiple regression
2
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2
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2
Robust statistics
2
Robustes Verfahren
2
Volatility
2
Volatilität
2
Weighted estimator
2
Welt
2
World
2
robust point forecasts
2
subset quantile regressions
2
ARCH model
1
ARCH-Modell
1
COVID-19 outbreak
1
Capital flows at risk
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Capital flows' tail risk
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Capital market returns
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Meligkotsidou, Loukia
3
Panopulu, Aikaterinē
3
Vrontos, Ioannis D.
3
Vrontos, Spyridon D.
3
Cai, Zongwu
2
Chen, Haiqiang
2
Cho, Dooyeon
2
Liao, Xiaosai
2
Bouri, Elie
1
Gupta, Rangan
1
He, Chenyu
1
Huang, Xiaowei
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Nel, Jacobus
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Rho, Seunghwa
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Shiba, Sisa
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Zhang, Man
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Finance research letters
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1
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Journal of forecasting
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ECONIS (ZBW)
9
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1
Economic policy uncertainty and capital flows' tail risk in China
Huang, Xiaowei
;
He, Chenyu
;
Zhang, Man
- In:
Pacific-Basin finance journal
85
(
2024
),
pp. 1-33
Persistent link: https://www.econbiz.de/10014575707
Saved in:
2
Reassessing growth vulnerability
Cho, Dooyeon
;
Rho, Seunghwa
- In:
Journal of applied econometrics
39
(
2024
)
1
,
pp. 225-234
Persistent link: https://www.econbiz.de/10014471730
Saved in:
3
A new robust inference for
predictive
quantile
regression
Cai, Zongwu
;
Chen, Haiqiang
;
Liao, Xiaosai
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 227-250
Persistent link: https://www.econbiz.de/10014364804
Saved in:
4
A new robust inference for asset return predictability via quantile regression
Cai, Zongwu
;
Chen, Haiqiang
;
Liao, Xiaosai
-
2020
Persistent link: https://www.econbiz.de/10012203086
Saved in:
5
Contagious diseases and gold : over 700 years of evidence from quantile regressions
Bouri, Elie
;
Gupta, Rangan
;
Nel, Jacobus
;
Shiba, Sisa
- In:
Finance research letters
50
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014245309
Saved in:
6
Out-of-sample equity premium prediction : a complete subset quantile regression approach
Meligkotsidou, Loukia
;
Panopulu, Aikaterinē
;
Vrontos, …
- In:
The European journal of finance
27
(
2021
)
1/2
,
pp. 110-135
Persistent link: https://www.econbiz.de/10012424931
Saved in:
7
On the predictability of the distribution of excess returns in currency markets
Cho, Dooyeon
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 511-530
Persistent link: https://www.econbiz.de/10012792849
Saved in:
8
Quantile forecast combinations in realised volatility prediction
Meligkotsidou, Loukia
;
Panopulu, Aikaterinē
;
Vrontos, …
- In:
Journal of the Operational Research Society
70
(
2019
)
10
,
pp. 1720-1733
Persistent link: https://www.econbiz.de/10012214766
Saved in:
9
A quantile regression approach to equity premium prediction
Meligkotsidou, Loukia
;
Panopulu, Aikaterinē
;
Vrontos, …
- In:
Journal of forecasting
33
(
2014
)
7
,
pp. 558-576
Persistent link: https://www.econbiz.de/10011282859
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