Flexible quantile-based modeling of bivariate financial relationships: The case of ROA ratio

Expert Systems with Applications

Volumn 36, Issue 5, 2009, Pages 8955-8966

  De Andrés, Javier ^a   Landajo, Manuel ^a   Lorca, Pedro ^a  

^a UNIVERSITY OF OVIEDO   (Spain)

Author keywords

Linear; Nonparametric; Quantile regression; ROA; Splines

Indexed keywords

NEURAL NETWORKS; REGRESSION ANALYSIS; SPLINES; VALUE ENGINEERING;

ALTERNATIVE APPROACHES; BIVARIATE; EMPIRICAL ANALYSIS; FINANCIAL ANALYSIS; FINANCIAL INFORMATIONS; FINANCIAL POSITIONS; LINEAR; LINEAR LEAST-SQUARES; NONPARAMETRIC; QUANTILE REGRESSION; RETURN ON ASSETS; ROA;

FINANCE;

EID: 60849098420     PISSN: 09574174     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.eswa.2008.11.021     Document Type: Article

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