Quantile Predictions for Equity Premium using Penalized Quantile Regression with Consistent Variable Selection across Multiple Quantiles

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Li, Shaobo, Sherwood, Ben
Format:	Preprint
Published:	2025
Subjects:	Methodology Statistical Finance Applications
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Internet

https://arxiv.org/abs/2505.16019