Riadh Benammar

4 Questions 6 Answers 0 Followers

Questions related from Riadh Benammar

Choosing Rolling Window Value for Quantile Connectedness Analysis?

Hello everyone. I am currently working on implementing quantile connectedness analysis for my data, utilizing monthly frequency. However, I am facing challenges in selecting an appropriate rolling...

19 November 2023 4,506 4 View

Robustness check for the wavelet coherence techniques ?

What is the best technique to employ as a robustness check with wavelet coherence to investigate the impact of uncertainty on the stock market ( weekly data)?

24 July 2023 2,236 1 View

R-squared r2 for quantile regression ?

Hello everyone! I would like to inquire about determining the R-squared (R2) for quantile regression. I have consistently obtained low R2 values in my results ( Eviews). Any insights or...

07 June 2023 5,692 5 View

Significance of quantile-on-quantile regression (QQR) at 5% level ?

Hello everyone, It would be great if you can point me towards answers on how to know the statistical significance of QQR estimates at 5% level for all quantiles ( from 0.05 to 0.95 ). Any help...

04 October 2022 3,927 1 View