A comparative study of monotone quantile regression methods for financial returns
Year of publication: |
May 2016
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Authors: | Cai, Yuzhi |
Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 19.2016, 3, p. 1-16
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Subject: | Noncrossing quantiles | quantile regression | financial returns | Regressionsanalyse | Regression analysis | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Schätzung | Estimation | Theorie | Theory | Statistische Verteilung | Statistical distribution |
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