scholarly journals Out-of-Sample Equity Premium Prediction: A Complete Subset Quantile Regression Approach

2013 ◽  
Author(s):  
Loukia Meligkotsidou ◽  
Ekaterini Panopoulou ◽  
Ioannis D. Vrontos ◽  
Spyridon D. Vrontos
Keyword(s):  
Quantile Regression ◽  
Equity Premium ◽  
Regression Approach ◽  
Out Of Sample

scholarly journals Out-of-sample equity premium prediction: a complete subset quantile regression approach

2019 ◽  
Vol 27 (1-2) ◽  
pp. 110-135 ◽  
Author(s):  
Loukia Meligkotsidou ◽  
Ekaterini Panopoulou ◽  
Ioannis D. Vrontos ◽  
Spyridon D. Vrontos
Keyword(s):  
Quantile Regression ◽  
Equity Premium ◽  
Regression Approach ◽  
Out Of Sample

scholarly journals A Quantile Regression Approach to Equity Premium Prediction

2014 ◽  
Vol 33 (7) ◽  
pp. 558-576 ◽  
Author(s):  
Loukia Meligkotsidou ◽  
Ekaterini Panopoulou ◽  
Ioannis D. Vrontos ◽  
Spyridon D. Vrontos
Keyword(s):  
Quantile Regression ◽  
Equity Premium ◽  
Regression Approach

scholarly journals A Quantile Regression Approach to Equity Premium Prediction

2012 ◽  
Author(s):  
Loukia Meligkotsidou ◽  
Ekaterini Panopoulou ◽  
Ioannis D. Vrontos ◽  
Spyridon D. Vrontos
Keyword(s):  
Quantile Regression ◽  
Equity Premium ◽  
Regression Approach
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