Estimation for generalized linear cointegration regression models through composite quantile regression approach
Bingqi Liu, Tianxiao Pang, Siang Cheng
| Year of publication: |
2024
|
|---|---|
| Authors: | Liu, Bingqi ; Pang, Tianxiao ; Cheng, Siang |
| Published in: |
Finance research letters. - New York : Elsevier Science, ISSN 1544-6123, ZDB-ID 2145766-9. - Vol. 65.2024, Art.-No. 105567, p. 1-14
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| Subject: | Composite quantile regression | Fully modified procedure | Generalized linear cointegration regression model | Portfolio optimization | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory | Portfolio-Management | Portfolio selection | Kointegration | Cointegration |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2024.105567 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014563764