Tail-heaviness, asymmetry, and profitability forecasting by quantile regression
Year of publication: |
2021
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Authors: | Tian, Hui ; Yim, Andrew ; Newton, David P. |
Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 67.2021, 8, p. 5209-5233
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Subject: | heavy tails | distributional shape | profitability forecast | quantile regression | Statistische Verteilung | Statistical distribution | Prognoseverfahren | Forecasting model | Regressionsanalyse | Regression analysis | Schätzung | Estimation | Gewinn | Profit | Rentabilität | Profitability | Theorie | Theory |
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