Search Results - subject:"Robust regression"

The risk impacts of global natural and technological disasters

Shen, Guoqiang; Zhou, Long; Xue, Xianwu; Zhou, Yu - In: Socio-economic planning sciences : the international … 88 (2023), pp. 1-16

Persistent link: https://www.econbiz.de/10014369408

Mandatory IFRS adoption and real/accruals bases earnings management in the UK

Almaharmeh, Mohammad I.; Almasarwah, Adel; Shehadeh, Ali - In: ACRN journal of finance and risk perspectives 10 (2021), pp. 25-39

Stock Exchange. Robust regression analysis of the mandatory IFRS adoption will be conducted on the panel data, as well as …

Persistent link: https://www.econbiz.de/10012489292

Clarifying the response of gold return to financial indicators: An empirical comparative analysis using ordinary least squares, robust and quantile regressions

Miyazaki, Takashi - In: Journal of Risk and Financial Management 12 (2019) 1, pp. 1-18

In this study, I apply a quantile regression model to investigate how gold returns respond to changes in various financial indicators. The model quantifies the asymmetric response of gold return in the tails of the distribution based on weekly data over the past 30 years. I conducted a...

Persistent link: https://www.econbiz.de/10012611165

Inference robust to outliers with L1-norm penalization

Beyhum, Jad - 2019

Persistent link: https://www.econbiz.de/10012181964

Clarifying the response of gold return to financial indicators : an empirical comparative analysis using ordinary least squares, robust and quantile regressions

Miyazaki, Takashi - In: Journal of risk and financial management : JRFM 12 (2019) 1/33, pp. 1-18

Persistent link: https://www.econbiz.de/10012022330

The effects of education and experience on youth employee wages : the case of Turkey

Çağlayan Akay, Ebru; Komuryakan, Fulden - In: International journal of computational economics and … 12 (2022) 1/2, pp. 158-173

Persistent link: https://www.econbiz.de/10012939618

Strategic fit of mergers and acquisitions in Latin American airlines : a two-stage DEA approach

Wanke, Peter; Antunes, Jorge Junio Moreira; Correa, … - In: Benchmarking : an international journal 29 (2022) 5, pp. 1513-1545

Persistent link: https://www.econbiz.de/10013370895

Maximum likelihood estimation for the asymmetric exponential power distribution

Teimouri, Mahdi; Nadarajah, Saralees - In: Computational economics 60 (2022) 2, pp. 665-692

Persistent link: https://www.econbiz.de/10013380803

Fifty shades of QE revisited

Weale, Martin; Wieladek, Tomasz - 2022

Persistent link: https://www.econbiz.de/10013457769

Sparse regression for large data sets with outliers

Bottmer, Lea; Croux, Christophe; Wilms, Ines - In: European journal of operational research : EJOR 297 (2022) 2, pp. 782-794

Persistent link: https://www.econbiz.de/10013259938