Search Results - subject:"quantile regression."

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

Regime-dependent good and bad volatility of Bitcoin

Jha, Kislay Kumar; Baur, Dirk G. - In: Journal of Risk and Financial Management 13 (2020) 12, pp. 1-16

This paper analyzes high-frequency estimates of good and bad realized volatility of Bitcoin. We show that volatility asymmetry depends on the volatility regime and the forecast horizon. For one-day ahead forecasts, good volatility commands a stronger impact on future volatility than bad...

Persistent link: https://www.econbiz.de/10012611539

Sparse quantile regression

Chen, Le-Yu; Lee, Sokbae - 2020

We consider both l0-penalized and l0-constrained quantile regression estimators. For the l0-penalized estimator, we …

Persistent link: https://www.econbiz.de/10012621107

Dynamics of corporate dividend policy under hyperinflation and dollarization: A quantile regression approach

Mbulawa, Strike; Okurut, Francis Nathan; Ntsosa, Mogale; … - In: International Journal of Business and Economic Sciences … 13 (2020) 3, pp. 70-82

distribution of dividend policy. Design/methodology/approach: The study employs quantile regression analysis and a sample of 30 …

Persistent link: https://www.econbiz.de/10012622989

The heterogeneity of renewable energy consumption, carbon emission and financial development in the globe: A panel quantile regression approach

Khan, Hayat; Khan, Itbar; Binh, Truong Tien - In: Energy Reports 6 (2020), pp. 859-867

development in the global panel of 192 countries. Panel quantile regression has been used for tickling distributional and …

Persistent link: https://www.econbiz.de/10012652445

On extreme perception bias

Molina, Imelda Revilla; Aguilar, Emerico Habacon; … - In: DLSU business & economics review 29 (2020) 2, pp. 81-92

Persistent link: https://www.econbiz.de/10013465871

Essays on banks and taxation

Gawehn, Vanessa - 2020

Persistent link: https://www.econbiz.de/10012418299