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

Meligkotsidou, Loukia, Panopoulou, Ekaterini, Vrontos, Ioannis D., Vrontos, Spyridon D. (2013) Out-of-Sample Equity Premium Prediction: A Complete Subset Quantile Regression Approach. In: 7th Annual Methods in International Finance Network Workshop, September, 2013, Namur, Belgium. (Submitted) (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)

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. (Contact us about this Publication)
Item Type: Conference or workshop item (Paper)
Subjects: H Social Sciences > HG Finance
Divisions: Faculties > Social Sciences > Kent Business School
Depositing User: Ekaterini Panopoulou
Date Deposited: 21 Nov 2014 14:48 UTC
Last Modified: 01 Aug 2019 10:38 UTC
Resource URI: https://kar.kent.ac.uk/id/eprint/45218 (The current URI for this page, for reference purposes)
Panopoulou, Ekaterini: https://orcid.org/0000-0001-5080-9965
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