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Identifying systemically important banks in Pakistan : a quantile regression analysis
Zeb, Shumaila; Rashid, Abdul - In: International journal of economics and finance 7 (2015) 12, pp. 155-167
Persistent link: https://www.econbiz.de/10011411803
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Factorisable sparse tail event curves
Chao, Shih-Kang; Härdle, Wolfgang; Yuan, Ming - 2015
, we derive nonasymptotic oracle bounds for the estimation error, and develope an efficient proximal gradient algorithm for …
Persistent link: https://www.econbiz.de/10011296776
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Quantile regression for the FDI gravity equation
Paniagua, Jordi; Figueiredo, Erik; Sapena, Juan - In: Journal of business research : JBR 68 (2015) 7, pp. 1512-1518
Persistent link: https://www.econbiz.de/10011297901
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Finance, growth and quantile parameter heterogeneity
Andini, Monica; Andini, Corrado - In: Journal of macroeconomics 40 (2014), pp. 308-322
Persistent link: https://www.econbiz.de/10010496470
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Modelling systemic risk using neural network quantile regression
Keilbar, Georg; Wang, Weining - In: Empirical economics : a quarterly journal of the … 62 (2022) 1, pp. 93-118
Persistent link: https://www.econbiz.de/10012819442
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Variable selection with group structure : exiting employment at retirement age : a competing risks quantile regression analysis
Shi, Shuolin; Wilke, Ralf A. - In: Empirical economics : a quarterly journal of the … 62 (2022) 1, pp. 119-155
Persistent link: https://www.econbiz.de/10012819443
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Insurance valuation : a two-step generalised regression approach
Barigou, Karim; Bignozzi, Valeria; Tsanakas, Andreas - In: ASTIN bulletin : the journal of the International … 52 (2022) 1, pp. 211-245
Persistent link: https://www.econbiz.de/10012805745
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Tail-heaviness, asymmetry, and profitability forecasting by quantile regression
Tian, Hui; Yim, Andrew; Newton, David P. - In: Management science : journal of the Institute for … 67 (2021) 8, pp. 5209-5233
Persistent link: https://www.econbiz.de/10012625104
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Backtesting global growth-at-Risk
Brownlees, Christian; Souza, André B. M. - In: Journal of monetary economics 118 (2021), pp. 312-330
Persistent link: https://www.econbiz.de/10012603779
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Forecasting VaR and ES using a joint quantile regression and its implications in portfolio allocation
Merlo, Luca; Petrella, Lea; Raponi, Valentina - In: Journal of banking & finance 133 (2021), pp. 1-18
Persistent link: https://www.econbiz.de/10013256440