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  • Search: subject:"Quantile Model"
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Year of publication
Subject
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CPPI 7 Regression analysis 6 Regressionsanalyse 6 Theorie 6 Theory 6 Quantile model 5 Spillover effect 5 Spillover-Effekt 5 VaR 5 Estimation theory 4 Expectile 4 Panel 4 Panel study 4 Schätztheorie 4 Börsenkurs 3 CAViaR 3 EPU spillovers 3 Quantile Regression 3 Share price 3 Time series analysis 3 Volatility 3 Volatilität 3 Zeitreihenanalyse 3 ARCH model 2 ARCH-Modell 2 Aktienmarkt 2 Bayes-Statistik 2 Bayesian inference 2 Bitcoin 2 CAPM 2 Causality analysis 2 China 2 Dynamic Quantile Model 2 Dynamic panel quantile model 2 Dynamic quantile model 2 Employee stock option 2 Estimation 2 Expected Shortfall 2 Expected shortfall 2 Extreme Value 2
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Online availability
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Undetermined 18 Free 9 CC license 1
Type of publication
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Article 23 Book / Working Paper 7 Other 1
Type of publication (narrower categories)
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Article in journal 19 Aufsatz in Zeitschrift 19 Arbeitspapier 1 Article 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
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Language
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English 23 Undetermined 8
Author
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Hamidi, Benjamin 6 Maillet, Bertrand 6 Prigent, Jean-Luc 6 Gong, Yuting 3 Xue, Wenjun 3 Chen, Heng 2 Lee, Dong Jin 2 Wang, Wei 2 Wen, Limin 2 Yang, Zhixin 2 Yuan, Quan 2 Al-Yahyaee, Khamis Hamed 1 Asai, Manabu 1 Asfaw, Abraham Abebe 1 Bhatt, Vipul 1 Caglayan, Mustafa O. 1 Caporin, Massimiliano 1 Chambers, R. 1 Chandra, H. 1 Chen, Cathy W. S. 1 Chi, Xie 1 Dong, Manh Cuong 1 Guo, Kun 1 Gupta, Rangan 1 HAMIDI, Benjamin 1 Hammoudeh, Shawkat 1 He, Zhongzhi 1 Ibrahim, Mohammed 1 Kang, Yuxin 1 Kishor, N. Kundan 1 Kuo, Chii-Shyan 1 Kuo, Chii-shyan 1 Lei, Lei 1 Li, Xiao 1 MAILLET, Bertrand 1 Ma, Dandan 1 Martinez, Stephen W. 1 Mensi, Walid 1 Neto, David 1 PRIGENT, Jean-Luc 1
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Institution
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HAL 2 Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne) 1 Department of Economics, University of Connecticut 1 Institut de Préparation à l'Administration et à la Gestion (IPAG) 1 Laboratoire d'Économie d'Orléans (LEO), Faculté de droit, d'économie et de gestion 1
Published in...
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Finance research letters 3 The North American journal of economics and finance : a journal of financial economics studies 3 Applied economic perspectives and policy 1 China economic review 1 Documents de travail du Centre d'Economie de la Sorbonne 1 Economic systems 1 Economics Letters 1 Economics letters 1 Energy economics 1 International journal of finance & economics : IJFE 1 Journal of Economic Dynamics and Control 1 Journal of econometrics 1 Journal of economic dynamics & control 1 Post-Print / HAL 1 Risks 1 Risks : open access journal 1 School of Economics working papers / The University of Adelaide, School of Economics 1 The European journal of finance 1 The Japanese economic review : the journal of the Japanese Economic Association 1 The North American Journal of Economics and Finance 1 The journal of futures markets 1 Working Papers / HAL 1 Working Papers / Institut de Préparation à l'Administration et à la Gestion (IPAG) 1 Working Papers / Laboratoire d'Économie d'Orléans (LEO), Faculté de droit, d'économie et de gestion 1 Working papers / Department of Economics, University of Connecticut 1 World development : the multi-disciplinary international journal devoted to the study and promotion of world development 1
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Source
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ECONIS (ZBW) 20 RePEc 9 BASE 1 EconStor 1
Showing 11 - 20 of 31
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Role of credit and expectations in house price dynamics
Bhatt, Vipul; Kishor, N. Kundan - In: Finance research letters 50 (2022), pp. 1-6
Persistent link: https://www.econbiz.de/10014234144
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Are Google searches making the Bitcoin market run amok? : A tail event analysis
Neto, David - In: The North American journal of economics and finance : a … 57 (2021), pp. 1-8
Persistent link: https://www.econbiz.de/10012822265
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Contagion between real estate and financial markets : a Bayesian quantile-on-quantile approach
Caporin, Massimiliano; Gupta, Rangan; Ravazzolo, Francesco - In: The North American journal of economics and finance : a … 55 (2021), pp. 1-12
Persistent link: https://www.econbiz.de/10012667335
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Impact of Islamic banking development and major macroeconomic variables on economic growth for Islamic countries : evidence from panel smooth transition models
Mensi, Walid; Hammoudeh, Shawkat; Tiwari, Aviral Kumar; … - In: Economic systems 44 (2020) 1, pp. 1-14
Persistent link: https://www.econbiz.de/10012593325
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Optimal tests for parameter breaking process in conditional quantile models
Lee, Dong Jin - In: The Japanese economic review : the journal of the … 71 (2020) 3, pp. 479-510
Persistent link: https://www.econbiz.de/10012304908
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When Bitcoin meets economic policy uncertainty (EPU) : measuring risk spillover effect from EPU to Bitcoin
Wang, Gang-Jin; Chi, Xie; Wen, Danyan; Zhao, Longfeng - In: Finance research letters 31 (2019), pp. 489-497
Persistent link: https://www.econbiz.de/10012421780
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A Dynamic AutoRegressive Expectile for Time-Invariant Portfolio Protection Strategies
Hamidi, Benjamin; Maillet, Bertrand; Prigent, Jean-Luc - Institut de Préparation à l'Administration et à la … - 2014
Among the most popular techniques for portfolio insurance strategies that are used nowadays, the so-called \Constant Proportion Portfolio In- surance" (CPPI) allocation simply consists in reallocating the risky part of a portfolio according to the market conditions. This general method crucially...
Persistent link: https://www.econbiz.de/10011161633
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A Dynamic AutoRegressive Expectile for Time-Invariant Portfolio Protection Strategies
Hamidi, Benjamin; Maillet, Bertrand; Prigent, Jean-Luc - HAL - 2014
"Constant proportion portfolio insurance" (CPPI) is nowadays one of the most popular techniques for portfolio insurance strategies. It simply consists of reallocating the risky part of a portfolio with respect to market conditions, via a leverage parameter - called the multiple - guaranteeing a...
Persistent link: https://www.econbiz.de/10010899414
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A Dynamic AutoRegressive Expectile for Time-Invariant Portfolio Protection Strategies
HAMIDI, Benjamin; MAILLET, Bertrand; PRIGENT, Jean-Luc - Laboratoire d'Économie d'Orléans (LEO), Faculté de … - 2013
Persistent link: https://www.econbiz.de/10010934270
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The distributional effect of investment in early childhood nutrition : a panel quantile approach
Asfaw, Abraham Abebe - In: World development : the multi-disciplinary … 110 (2018), pp. 63-74
Persistent link: https://www.econbiz.de/10011981165
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