A Quantile Regression Approach to Equity Premium Prediction

DOI10.1002/for.2312zbMath1397.62429OpenAlexW3121731876MaRDI QIDQ4687529

Ekaterini Panopoulou, Spyridon D. Vrontos, Ioannis D. Vrontos, Loukia Meligkotsidou

Publication date: 12 October 2018

Published in: Journal of Forecasting (Search for Journal in Brave)

Full work available at URL: http://repository.essex.ac.uk/11558/1/MPVV.pdf

zbMATH Keywords

forecast combinationout-of-sample forecastspoint forecaststime-varying weights

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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