Panos Xidonas

ESSCA École de Management

Full Professor of Finance

55 quai Alphonse Le Gallo

Paris, 92513

France

http://xidonas.blogspot.com

  • ESSCA École de Management

SCHOLARLY PAPERS

1

DOWNLOADS

56

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (1)

Actions:
Email selected abstracts
1.

On Tree-Structured Linear and Quantile Regression Based Asset Pricing

Number of pages: 51 Posted: 12 Jun 2020
John Galakis, Ioannis D. Vrontos and Panos Xidonas
ABN AMRO, The Netherlands, Athens University of Economics and Business and ESSCA École de Management
Downloads 56 (548,644)

Abstract:

Loading...

Asset pricing; Bayesian inference; Markov chain Monte Carlo; Nonlinear dynamics; Tree-structured (linear and quantile) regression models