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  • Search: subject:"predictive quantile regression"
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Year of publication
Subject
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Estimation 8 Regression analysis 8 Regressionsanalyse 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 Theory 3 forecast combination 3 Auxiliary regressor 2 Forecast 2 Highly persistent predictor 2 Multiple regression 2 Prognose 2 Robust 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 1 Capital flows' tail risk 1 Capital market returns 1 Capital mobility 1 Carry trade 1
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Online availability
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Undetermined 7 Free 1
Type of publication
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Article 8 Book / Working Paper 1
Type of publication (narrower categories)
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Article in journal 8 Aufsatz in Zeitschrift 8 Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
Language
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English 9
Author
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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 1 Nel, Jacobus 1 Rho, Seunghwa 1 Shiba, Sisa 1 Zhang, Man 1
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Published in...
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Finance research letters 1 International journal of forecasting 1 Journal of applied econometrics 1 Journal of econometrics 1 Journal of forecasting 1 Journal of the Operational Research Society 1 Pacific-Basin finance journal 1 The European journal of finance 1 Working papers series in theoretical and applied economics 1
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Source
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ECONIS (ZBW) 9
Showing 1 - 9 of 9
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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
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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
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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
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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
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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
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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
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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
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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
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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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