publication . Article . 2015

Forecasting For Financial Stock Returns Using A Quantile Function Model

Yuzhi, Cai;
Open Access English
  • Published: 02 Sep 2015
  • Publisher: Zenodo
  • Country: United Kingdom
Abstract
{"references": ["Koenker, R. (2005). Quantiles Regression. Cambridge University Press.", "Gilchrist, W.G. (2000). Statistical Modelling with Quantile Functions.\nChapman & Hall/CRC.", "Cai, Y. (2015). A general quantile function model for economic and\nfinancial time series. Econometric Reviews. Accepted.", "Cai, Y. (2013). Quantile function models for survival data analysis.\nAustralian and New Zealand Journal of Statistics 55, 155-172.", "Cai, Y. (2010a). Multivariate quantile function models. Statistica Sinica\n20, 481-496.", "Cai, Y. (2010b). Polynomial power-Pareto quantile function models.\nExtremes 13, 291-314.", "Cai, Y. (2009). Autoregression with n...
Subjects
free text keywords: DJIA, Financial returns, predictive distribution, quantile function model., DJIA, Financial returns, predictive distribution, quantile function model.
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Article . 2015
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Article . 2015
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Zenodo
Article . 2015
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