Modeling short‐term post‐offering price–volume relationships using Bayesian change‐point panel quantile regression
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Publication:4620144
DOI10.1002/ASMB.2149zbMath1411.62356OpenAlexW2115439123MaRDI QIDQ4620144
Deqing Wang, Yuan Di Wang, Xiangling Liu, Xin Yu Wang
Publication date: 8 February 2019
Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/asmb.2149
Bayesian inferenceprice-volume relationshipchange point panel quantile regressionposterior Bayesian factor
Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08)
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