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Quantile regression using metaheuristic algorithms

Rahman, Mohammad Arshad - In: International journal of computational economics and … 3 (2013) 3/4, pp. 205-233

Persistent link: https://www.econbiz.de/10010348508

Asset pricing models with measurement error problems : a new framework with Compact Genetic Algorithms

Diyarbakirlioglu, Erkin; Desban, Marc; Lajili Jarjir, Souad - In: Finance : revue de l'Association Française de Finance 43 (2022) 2, pp. 1-78

Persistent link: https://www.econbiz.de/10014253276

Quantile regression for sports economics

Leeds, Michael A. - In: International journal of sport finance 9 (2014) 4, pp. 346-359

Persistent link: https://www.econbiz.de/10010459668

Modelling stock returns and risk management in the shipping industry

Mohanty, Sunil; Aadland, Roar; Westgaard, Sjur; … - In: Journal of risk and financial management : JRFM 14 (2021) 4, pp. 1-25

We estimate the impact of macroeconomic risk factors on shipping stock returns, using a quantile regression (QR) model. We regress the excess return of a portfolio for the container, dry bulk, chemical/gas, oil tanker, and diversified shipping sectors on the world market portfolio excess return,...

Persistent link: https://www.econbiz.de/10012520916

Predicting risk premium under changes in the conditional distribution of stock returns

Sousa, João; Sousa, Ricardo M. - In: Journal of international financial markets, … 50 (2017), pp. 204-218

Persistent link: https://www.econbiz.de/10011896275

CEO characteristics and firm valuation : a quantile regression analysis

Nguyen, Pascal; Rahman, Nahid; Zhao, Ruoyun - In: Journal of management & governance 22 (2018) 1, pp. 133-151

Persistent link: https://www.econbiz.de/10011806597

Estimating the New Keynesıan Phillips Curve by quantile regression method for Turkey

Boz, Çiğdem - In: Modern economy 4 (2013) 9, pp. 627-632

Persistent link: https://www.econbiz.de/10010243179

A dynamic autoregressive expectile for time-invariant portfolio protection strategies

Hamidi, Benjamin; Maillet, Bertrand; Prigent, Jean-Luc - In: Journal of economic dynamics & control 46 (2014), pp. 1-29

Persistent link: https://www.econbiz.de/10010474410

Nexus of governance, macroprudential policy and financial risk : cross-country evidence

Dutta, Kumar Debasis; Saha, Mallika - In: Economic change & restructuring 54 (2021) 4, pp. 1253-1298

Persistent link: https://www.econbiz.de/10012651605

The heterogeneous impact of leverage on firm performance : empirical evidence from Bangladesh

Das, Nirmol Chandra; Chowdhury, Mohammad Ashraful Ferdous; … - In: South Asian journal of business studies 11 (2022) 2, pp. 235-252

Persistent link: https://www.econbiz.de/10013189302

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