Panos Xidonas

ESSCA École de Management

Full Professor of Finance

55 quai Alphonse Le Gallo

Paris, 92513

France

http://xidonas.blogspot.com

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Scholarly Papers (1)

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 36 (543,180)

Abstract:

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