Return-Volatility Relationship: Insights from Linear and Non-Linear Quantile Regression
نویسندگان
چکیده
منابع مشابه
on the effect of linear & non-linear texts on students comprehension and recalling
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15 صفحه اولPartially linear censored quantile regression.
Censored regression quantile (CRQ) methods provide a powerful and flexible approach to the analysis of censored survival data when standard linear models are felt to be appropriate. In many cases however, greater flexibility is desired to go beyond the usual multiple regression paradigm. One area of common interest is that of partially linear models: one (or more) of the explanatory covariates ...
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ژورنال
عنوان ژورنال: SSRN Electronic Journal
سال: 2013
ISSN: 1556-5068
DOI: 10.2139/ssrn.2253685