The comparison of quantile regression and ordinary linear regression models - using ambiguity measures to predict S&P 500 return as an example
碩士 === 國立臺北大學 === 統計學系 === 106 === In the past, there are two problems in predicting remuneration by using risk variables only. First, the regression coefficient is not significant. Secondly, the coefficient may be significant but being negative which does not meet the CAPM model. Recent research in...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2018
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| Online Access: | http://ndltd.ncl.edu.tw/handle/959phd |