High dimensional latent panel quantile regression with an application to asset pricing
Year of publication: |
December 4, 2019
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Authors: | Belloni, Alexandre ; Chen, Mingli ; Madrid Padilla, Oscar Hernan ; Wang, Zixuan |
Publisher: |
Coventry, United Kingdom : University of Warwick, Department of Economics |
Subject: | High-dimensional quantile regression | factor model | nuclear norm regulariza-tion | panel data | asset pricing | characteristic-based model | Panel | Panel study | Regressionsanalyse | Regression analysis | CAPM | Schätzung | Estimation | Börsenkurs | Share price | Theorie | Theory | Faktorenanalyse | Factor analysis |
Extent: | 1 Online-Ressource (circa 53 Seiten) Illustrationen |
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Series: | Warwick economic research papers. - Coventry : [Verlag nicht ermittelbar], ISSN 2059-4283, ZDB-ID 2196580-8. - Vol. no: 1230 (December 2019) |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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