Inference in predictive quantile regressions

DOI10.1016/J.JECONOM.2024.105875MaRDI QIDQ6664664zbMATH OpenFDO

Authors Alex Maynard, Katsumi Shimotsu, Nina Kuriyama

Publication date 16 January 2025

Published in Journal of Econometrics (Search for Journal in Brave)

zbMATH Keywords

quantile regressionpredictabilitystock returnlocal-to-unityBonferroni method

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Cites work

• scientific article; zbMATH DE number 4001209 (Why is no real title available?)
• scientific article; zbMATH DE number 1911817 (Why is no real title available?)
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