Return Forecasting by Quantile Regression

被引：8

作者：

Pohlman, Lawrence ^{[1
]}

Ma, Lingjie ^{[2
]}

机构：

[1] BNP Paribas IP, Quantitat Strategies, Boston, MA 02109 USA

[2] BMO Asset Management, Boston, MA USA

来源：

JOURNAL OF INVESTING | 2010年 / 19卷 / 04期

关键词：

D O I：

10.3905/joi.2010.19.4.116

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：116 / 121

页数：6

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