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A Quantile Regression Approach to Equity Premium Prediction - Meligkotsidou - 2014 - Journal of Forecasting - Wiley Online Library
Advanced Econometric Models for Finance Ioannis Vrontos, Associate Professor, Department of Statistics, AUEB Office: Hydras 28,
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Spyridon VRONTOS | Senior Lecturer | University of Essex, Colchester | Department of Mathematical Sciences | Research profile
Out-of-sample equity premium prediction: a complete subset quantile regression approach: The European Journal of Finance: Vol 27, No 1-2
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