On the serial correlation in multi-horizon predictive quantile regression (Q2659974)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the serial correlation in multi-horizon predictive quantile regression |
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On the serial correlation in multi-horizon predictive quantile regression (English)
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29 March 2021
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heteroskedasticity and autocorrelation robust (HAR)-type inference
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long horizons
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overlapping observations
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predictive regression
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quantile regression
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stock return data
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