A Quantile Regression Approach to Equity Premium Prediction
Year of publication: |
2014
|
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Authors: | Meligkotsidou, Loukia |
Other Persons: | Panopoulou, Ekaterini (contributor) ; Vrontos, Ioannis D. (contributor) ; Vrontos, Spyridon D. (contributor) |
Publisher: |
[2014]: [S.l.] : SSRN |
Subject: | Risikoprämie | Risk premium | Prognoseverfahren | Forecasting model | Regressionsanalyse | Regression analysis | Schätzung | Estimation | Kapitaleinkommen | Capital income |
Extent: | 1 Online-Ressource (39 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 16, 2012 erstellt |
Other identifiers: | 10.2139/ssrn.2061036 [DOI] |
Classification: | G11 - Portfolio Choice ; G12 - Asset Pricing ; C22 - Time-Series Models ; C53 - Forecasting and Other Model Applications |
Source: | ECONIS - Online Catalogue of the ZBW |
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