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Revista Contaduría y Administración

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Academic year: 2019

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Figure

Figure No. 1: Quantile regression
Table No. 2: Fama-French Three factor coefficients obtained from OLS and Quantile regression (5 th  Quantile & 95 th  Quantile)
Figure  No.2:  Coefficient  obtained  from  OLS  and  Quantile  regression  for  Rm,  SMB  and  LMH for Portfolio 4
Figure No.3: Residual graphs obtained from the OLS and Quantile regression (0.05 & 0.95)  for portfolio 4

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