Search Results - subject:"Quantile regression"

The dynamic quantile approach for VaR estimation : empirical evidence from Indonesia banking industry

Saadah, Siti; Suhartoko, Yohanes B.; Uyanto, Stanislaus S. - In: Cogent business & management 11 (2024) 1, pp. 1-11

quantile regression (QR) approach. Four large banks whose capital and assets were the biggest were observed, and their …

Persistent link: https://www.econbiz.de/10014540205

A self-learning algorithm for identifying the leverage points in soil data using quantile regression forests

Rose, Sareena; Nickolas, S.; Sunoj, S. M.; Sangeetha, S. - In: Decision analytics journal 10 (2024), pp. 1-13

Quantile Regression Forest that builds a framework out of the training data set. Unlike other supervised anomalous detection …

Persistent link: https://www.econbiz.de/10014541523

The returns to education and the wage effect from overeducation in Trinidad and Tobago : a pseudo-panel approach

Doon, Roshnie; Scicchitano, Sergio - 2024

), Quantile Regression (QR), Recentred Influence Function (RIF) and a pseudo-panel approach to address the presence of Omitted …

Persistent link: https://www.econbiz.de/10014556438

Variations in financial performance of firms with ESG integration in business : The mediating role of corporate efficiency using DEA

Mahanta, Abhisek; Sahu, Naresh Chandra; Behera, Pradeep … - In: Green finance : GF 6 (2024) 3, pp. 518-562

Persistent link: https://www.econbiz.de/10015084626

A historical perspective on India’s inflation persistence : a quantile analysis

Ajit, Yadavindu; Ghosh, Taniya - 2024

Persistent link: https://www.econbiz.de/10015050376

ESG risk exposure : a tale of two tails

Yang, Runfeng; Caporin, Massimiliano; Jiménez-Martin, … - In: Quantitative finance 24 (2024) 6, pp. 827-849

Persistent link: https://www.econbiz.de/10015050799

Asymmetric dynamics between geopolitical conflict sentiment and cryptomarkets

Abakah, Emmanuel Joel Aikins; Abdullah, Mohammad; … - In: Research in international business and finance 69 (2024), pp. 1-21

Persistent link: https://www.econbiz.de/10015052950

Dynamic network quantile regression model

Xu, Xiu; Wang, Weining; Shin, Yongcheol; Zheng, Chaowen - In: Journal of business & economic statistics : JBES ; a … 42 (2024) 2, pp. 407-421

Persistent link: https://www.econbiz.de/10015053411

Foreign direct investment and green innovation in China : an examination of quantile regression

Zhou, Hao; Zheng, Mingbo - In: Innovation and green development 3 (2024) 3, pp. 1-7

the distributional impact of foreign direct investment (FDI) on green innovation (GI). Employing a panel quantile … regression model, the research finds the close association between FDI and GI, particularly considering the local GI foundation …

Persistent link: https://www.econbiz.de/10015054141

Public versus private health financing transition in low- and middle-income countries : exploring the crowding-out effects

Behera, Deepak Kumar; Rahut, Dil Bahadur; Haridas, Herosh T. - In: The European journal of development research 36 (2024) 4, pp. 957-986

Persistent link: https://www.econbiz.de/10014583302