Predictive Expectile Regression Models under Possible High Persistence and Conditional Heteroskedasticity

LIU Xiaohui, CAO Yang, FAN Yawen, PENG Ling

Acta Mathematicae Applicatae Sinica ›› 2026, Vol. 49 ›› Issue (2) : 203-231.

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Acta Mathematicae Applicatae Sinica ›› 2026, Vol. 49 ›› Issue (2) : 203-231. DOI: 10.20142/j.cnki.amas.202600015

Predictive Expectile Regression Models under Possible High Persistence and Conditional Heteroskedasticity

  • LIU Xiaohui1, CAO Yang1, FAN Yawen2, PENG Ling1
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{{article.zuoZheEn_L}}. {{article.title_en}}. Acta Mathematicae Applicatae Sinica, 2026, 49(2): 203-231 https://doi.org/10.20142/j.cnki.amas.202600015

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