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The role of current account balance in forecasting the US equity premium : evidence from a quantile predictive regression approach
Gupta, Rangan; Majumdar, Anandamayee; Wohar, Mark E. - In: Open economies review 28 (2017) 1, pp. 47-59
Persistent link: https://www.econbiz.de/10011804281
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Re-Investigating the degree of persistence of U.S. economic policy uncertainty using the Fourier non-linear quantile unit root test
Peng, Yi-Ting; Chang, Tsangyao; Ranjbar, Omid - In: Applied economics 54 (2022) 39, pp. 4586-4595
Persistent link: https://www.econbiz.de/10013411001
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A quantile regression approach and nonlinear analysis with Archimedean copulas to explain the movements of residential real estate prices
Almeshal, Khalid; Naifar, Nader - In: Afro-Asian Journal of Finance and Accounting : AAJFA 6 (2016) 4, pp. 374-395
Persistent link: https://www.econbiz.de/10011719674
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Conditional Value-at-Risk : semiparametric estimation and inference
Wang, Chuan-Sheng; Zhao, Zhibiao - In: Journal of econometrics 195 (2016) 1, pp. 86-103
Persistent link: https://www.econbiz.de/10011705234
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Markov-switching quantile autoregression : a Gibbs sampling approach
Liu, Xiaochun; Luger, Richard - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 22 (2018) 2, pp. 1-33
Persistent link: https://www.econbiz.de/10011897360
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Locally stationary quantile regression for inflation and interest rates
Xu, Zhuying; Kim, Seonjin; Zhao, Zhibiao - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 2, pp. 838-851
Persistent link: https://www.econbiz.de/10013534562
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Realized quantity extended conditional autoregressive value-at-risk models
Götz, Pit - In: Journal of risk : JOR 26 (2023) 2, pp. 33-63
Persistent link: https://www.econbiz.de/10014487299
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Nowcasting tail risk to economic activity at a weekly frequency
Carriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano - In: Journal of applied econometrics 37 (2022) 5, pp. 843-866
Persistent link: https://www.econbiz.de/10013464633
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Modellierung von mehrjährigen Kreditausfallrisiken
Jobst, Rainer - 2008
Persistent link: https://www.econbiz.de/10003635736
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Factor mimicking portfolios from parametric portfolio policies
Ascheberg, Marius - In: Essays on empirical asset pricing, dynamic asset …, (pp. 69-96). 2013
Persistent link: https://www.econbiz.de/10010412570