Pieris Savva - Global Senior Product Manager-Commercial Analytics & Marketing Science - Nestlé | LinkedIn
![A Quantile Regression Approach to Equity Premium Prediction - Meligkotsidou - 2014 - Journal of Forecasting - Wiley Online Library A Quantile Regression Approach to Equity Premium Prediction - Meligkotsidou - 2014 - Journal of Forecasting - Wiley Online Library](https://onlinelibrary.wiley.com/cms/asset/23759e0a-741a-482e-81fd-c7ca38c69918/for2312-math-0044.png)
A Quantile Regression Approach to Equity Premium Prediction - Meligkotsidou - 2014 - Journal of Forecasting - Wiley Online Library
![A Quantile Regression Approach to Equity Premium Prediction - Meligkotsidou - 2014 - Journal of Forecasting - Wiley Online Library A Quantile Regression Approach to Equity Premium Prediction - Meligkotsidou - 2014 - Journal of Forecasting - Wiley Online Library](https://onlinelibrary.wiley.com/cms/asset/275cb0f2-dd9e-4315-b22b-f5e386ecc2f9/for.v33.7.cover.jpg)
A Quantile Regression Approach to Equity Premium Prediction - Meligkotsidou - 2014 - Journal of Forecasting - Wiley Online Library
![Why is the second moment (i.e., conditional variance) equation of GARCH family models deterministic? Why is the second moment (i.e., conditional variance) equation of GARCH family models deterministic?](https://i1.rgstatic.net/ii/profile.image/868666551848969-1584117653507_Q512/Akram-Hasanov.jpg)
Why is the second moment (i.e., conditional variance) equation of GARCH family models deterministic?
![PDF) A Bayesian analysis of complete multiple breaks in a panel autoregressive (CMB-PAR(1)) time series model PDF) A Bayesian analysis of complete multiple breaks in a panel autoregressive (CMB-PAR(1)) time series model](https://i1.rgstatic.net/publication/347511434_A_Bayesian_analysis_of_complete_multiple_breaks_in_a_panel_autoregressive_CMB-PAR1_time_series_model/links/5fdf560b92851c13fea9458c/largepreview.png)