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A Quantile Regression Approach to Equity Premium Prediction - Meligkotsidou - 2014 - Journal of Forecasting - Wiley Online Library
Ioannis Vrontos - Associate Professor, Department of Statistics - Athens University of Economics and Business | LinkedIn
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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Ioannis VRONTOS | Athens University of Economics and Business, Athens | AUEB | Department of Statistics
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