Risk vs upside uncertainty : application of quantile regression in investment analysis
Year of publication: |
2023
|
---|---|
Authors: | Rehman, Seema ; Khilji, Jameel Ahmed ; Sharif, Saqib |
Published in: |
Macroeconomics and finance in emerging market economies. - London [u.a.] : Routledge, Taylor & Francis Group, ISSN 1752-0851, ZDB-ID 2415178-6. - Vol. 16.2023, 2, p. 264-284
|
Subject: | asymmetric | CAPM | heteroscedasticity | ordinary least squares regression | Quantile regression | Regressionsanalyse | Regression analysis | Kleinste-Quadrate-Methode | Least squares method | Schätzung | Estimation | Risiko | Risk | Schätztheorie | Estimation theory |
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