Author:
Ejara Demissew Diro,Boynton Wentworth,Lu Xinyi
Subject
General Earth and Planetary Sciences,General Environmental Science
Reference50 articles.
1. As before, the QAR(p) shows a more extended dependency than the OLS AR(p) estimates. The 25% quantile (poor-return quantile) sees a positive slope. The 75% quantile sees a negative slope;instances where the BIC suggests a lag of zero, we report a QAR(1)
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