The Determinants of Equity Risk and Their Forecasting Implications: A Quantile Regression Perspective
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- Dinh, Dung V. & Powell, Robert J. & Vo, Duc H., 2021. "Forecasting corporate financial distress in the Southeast Asian countries: A market-based approach," Journal of Asian Economics, Elsevier, vol. 74(C).
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Keywords
realized range volatility; quantile regression; volatility quantiles and density forecasting; forecast assessment;All these keywords.
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