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Stochastic dominance via quantile regression with applications to investigate arbitrage opportunity and market efficiency.
Pin Ng
Wing-Keung Wong
Zhijie Xiao
Published in:
Eur. J. Oper. Res. (2017)
Keyphrases
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stochastic dominance
quantile regression
stock price
random variables
stock market
cross validated
financial markets
fuzzy random variables
least squares
portfolio management
expectation maximization
cross validation