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Search: subject:"subset quantile regressions"
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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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2
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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