Journal of Applied Econometrics, Vol. 10, No. 2 (Apr. - Jun., 1995), pp. 187-200 (14 pages) We propose a general strategy to estimate semi-parametrically simultaneous equations with limited dependent ...
Estimating the conditional quantiles of outcome variables of interest is frequent in many research areas, and quantile regression is foremost among the utilized methods. The coefficients of a quantile ...
In this paper we propose a semi-parametric, parsimonious value-at-risk forecasting model based on quantile regression and readily available market prices of option contracts from the over-the-counter ...
Andriy Blokhin has 5+ years of professional experience in public accounting, personal investing, and as a senior auditor with Ernst & Young. Thomas J Catalano is a CFP and Registered Investment ...
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