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Publications by Refk Selmi

Does Partisan Conflict Predict a Reduction in US Stock Market (Realized) Volatility? Evidence From a Quantile-On-Quantile Regression Model☆

North American Journal of Economics and Finance

English

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Stock Market Autoregressive Dynamics: A Multinational Comparative Study With Quantile Regression

Mathematical Problems in Engineering

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Stock Return Autocorrelations Revisited: A Quantile Regression Approach

SSRN Electronic Journal

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Does Economic Policy Uncertainty Depress Stock Returns? Evidence From a Quantile Impulse Response Perspective

DEStech Transactions on Social Science, Education and Human Science

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Quantile Forecasts of Daily Exchange Rate Returns From Forecasts of Realized Volatility

Journal of Empirical Finance

English

Quantile Spline Regression on Statistical Downscaling Model to Predict Extreme Rainfall in Indramayu

Applied Mathematical Sciences

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Extreme Value Volatility Estimators and Realized Volatility of Istanbul Stock Exchange: Evidence From Emerging Market

International Journal of Economics and Finance

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Bayesian Quantile Regression

SSRN Electronic Journal

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Nonparametric Instrumental Variables Estimation of a Quantile Regression Model

English

Nonparametric Instrumental Variables Estimation of a Quantile Regression Model

Working Paper Series

English