Browsing by Subject "Quantile regression"
Now showing items 1-2 of 2
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Corporate governance characteristics and valuation: inferences from quantile regression
(Universidad ESAN. ESAN Ediciones , 2016-12-01 )Prior literature on corporate governance and performance provides mixed evidence on the impact ofvarious corporate governance measures on performance indicators. However, most of literatures adoptthe Ordinary Least Square ...acceso abierto
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OPEC news and predictability of energy futures returns and volatility: evidence from a conditional quantile regression
(Universidad ESAN. ESAN Ediciones , 2020-12-01 )Purpose: This paper aims to provide an important perspective to the predictive capacity of Organization of the Petroleum Exporting Countries (OPEC) meeting dates and production announcements for energy futures (crude oil ...acceso abierto