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Search: subject:"predictive quantile regression"
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Regression analysis
10
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10
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9
Forecasting model
9
Prognoseverfahren
9
Schätzung
9
predictive quantile regression
5
Capital income
4
Estimation theory
4
Kapitaleinkommen
4
Predictive quantile regression
4
Schätztheorie
4
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4
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4
Risikoprämie
3
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3
forecast combination
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Kapitalmarktrendite
2
Multiple regression
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2
Volatilität
2
Weighted estimator
2
Welt
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World
2
robust point forecasts
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subset quantile regressions
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Cai, Zongwu
3
Meligkotsidou, Loukia
3
Panopulu, Aikaterinē
3
Vrontos, Ioannis D.
3
Vrontos, Spyridon D.
3
Chen, Haiqiang
2
Cho, Dooyeon
2
Liao, Xiaosai
2
Bouri, Elie
1
Chen, Yifeng
1
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1
He, Chenyu
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Long, Wei
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Nel, Jacobus
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Rho, Seunghwa
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ECONIS (ZBW)
11
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1
Unified inference for predictive mean and quantile regressions via empirical likelihood
Cai, Zongwu
;
Chen, Yifeng
;
Hong, Seok Young
;
Tsvetanov, …
-
2026
Persistent link: https://www.econbiz.de/10015619835
Saved in:
2
Testing predictability of stock returns under quantile regression : a bootstrapping double-weighted approach
Liu, Xiaohui
;
Liu, Yuzi
;
Long, Wei
;
Xiao, Peiwen
- In:
Econometric reviews
44
(
2025
)
8
,
pp. 1144-1165
Persistent link: https://www.econbiz.de/10015554886
Saved in:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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:
1
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