Search Results - subject:"quantile regression"

The impact of education on household income in rural Vietnam

In: International Journal of Financial Studies 8 (2020) 1, pp. 1-9

household income in rural Vietnam. Both mean and quantile regression analyses were employed to analyze the impact of education …. However, quantile regression analysis reveals that the effect of schooling years increases with quantiles, suggesting that …

Persistent link: https://www.econbiz.de/10013200258

Investor sentiment and herding behavior in the Korean stock market

Choi, Ki-hong; Yoon, Seong-min - In: International Journal of Financial Studies 8 (2020) 2, pp. 1-14

Cross-Sectional Absolute Deviation (CSAD) approach and the quantile regression method to capture herding behavior in the … occurs in low-trading volume and low-volatility periods. Second, according to the results of the quantile regression, herding … sentiment and herding behavior is analyzed through regression and quantile regression, and investor sentiment is confirmed to be …

Persistent link: https://www.econbiz.de/10013200281

Loss reserving estimation with correlated run-off triangles in a quantile longitudinal model

Badounas, Ioannis; Pitselis, Georgios - In: Risks 8 (2020) 1, pp. 1-26

correlated run-off triangles that can be embedded within the quantile regression model for longitudinal data. The model proposes …

Persistent link: https://www.econbiz.de/10013200549

Exchange rate, gold price, and stock market nexus: A quantile regression approach

Ali, Rizwan; Mangla, Inayat Ullah; Rehman, Ramiz Ur; … - In: Risks 8 (2020) 3, pp. 1-16

quantile regression approach (2001-2018). Additionally, the sample period is divided into two split samples that cover (2001 …

Persistent link: https://www.econbiz.de/10013200619

Intergenerational transmission of economic success in Austria with a focus on migration and gender

Reiter, Daniel; Palz, Mario Thomas; Kreimer, Margareta - In: Journal for Labour Market Research 54 (2020) 1, pp. 1-20

In this paper, we analyse the intergenerational transmission of economic success in Austria using the European Union Statistics on Income and Living Conditions 2011 dataset (EU-SILC 2011). Starting point of the investigation is a two-step estimation procedure, where we detect a significant...

Persistent link: https://www.econbiz.de/10012518448

Questioning the spatial association between the spread of COVID-19 and transit usage in Italy

Borsati, Mattia; Nocera, Silvio; Percoco, Marco - 2020

Within the much broader framework of global interest, the dilemma concerning the real impact of mode of transport on the spread of COVID-19 has been a priority for transport stakeholders and policy-makers. How dangerous is it to move around a certain territory? Does the danger depend on the mode...

Persistent link: https://www.econbiz.de/10012546061

Heterogeneity in price elasticity of vehicle kilometers traveled: Evidence from micro-level panel data

Tilov, Ivan; Weber, Sylvain - 2020

vehicles are significantly more reactive to price variations. The results of a quantile regression model for panel data show …

Persistent link: https://www.econbiz.de/10012609080

Finding Nemo: Predicting movie performances by machine learning methods

Kim, Jong-Min; Xia, Leixin; Kim, Iksuk; Lee, Seungjoo; … - In: Journal of Risk and Financial Management 13 (2020) 5, pp. 1-12

forecasting the return on investment (ROI). We also attempt to compare machine learning methods including the quantile regression …

Persistent link: https://www.econbiz.de/10012611322

Capital structure and bank profitability in Vietnam: A quantile regression approach

Le, Tu DQ - In: Journal of Risk and Financial Management 13 (2020) 8, pp. 1-17

We empirically investigate the impact of capital structure on bank profitability using a quantile regression method in …

Persistent link: https://www.econbiz.de/10012611404

Women on boards and firm performance: A microeconometric search for a connection

Gruszczyński, Marek - In: Journal of Risk and Financial Management 13 (2020) 9, pp. 1-13

examines European firms' annual reports from 2015. Binomial models, multiple regression, and quantile regression are applied …

Persistent link: https://www.econbiz.de/10012611417