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

Meligkotsidou, Loukia, Panopoulou, Ekaterini, Vrontos, Ioannis D., Vrontos, Spyridon D. (2014) Out-of-Sample Equity Premium Prediction: A Complete Subset Quantile Regression Approach. In: IAAE 2014 Annual Conference, June 2014, Queen Mary University, London, UK. (Unpublished) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:45203)

The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided.
Official URL: https://www.qmul.ac.uk/sef/events/conferences/item...

Item Type:	Conference or workshop item (Paper)
Subjects:	H Social Sciences > HG Finance
Divisions:	Divisions > Kent Business School - Division > Kent Business School (do not use)
Depositing User:	Ekaterini Panopoulou
Date Deposited:	21 Nov 2014 14:07 UTC
Last Modified:	05 Nov 2024 10:29 UTC
Resource URI:	https://kar.kent.ac.uk/id/eprint/45203 (The current URI for this page, for reference purposes)

University of Kent Author Information

Panopoulou, Ekaterini.

Creator's ORCID:	https://orcid.org/0000-0001-5080-9965
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