<?xml version="1.0" encoding="ISO-8859-1"?><article xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance">
<front>
<journal-meta>
<journal-id>0186-1042</journal-id>
<journal-title><![CDATA[Contaduría y administración]]></journal-title>
<abbrev-journal-title><![CDATA[Contad. Adm]]></abbrev-journal-title>
<issn>0186-1042</issn>
<publisher>
<publisher-name><![CDATA[Universidad Nacional Autónoma de México, Facultad de Contaduría y Administración]]></publisher-name>
</publisher>
</journal-meta>
<article-meta>
<article-id>S0186-10422019000300012</article-id>
<article-id pub-id-type="doi">10.22201/fca.24488410e.2018.1702</article-id>
<title-group>
<article-title xml:lang="en"><![CDATA[OLS versus quantile regression in extreme distributions]]></article-title>
<article-title xml:lang="es"><![CDATA[Regresión OLS versus quantile en distribuciones extremas]]></article-title>
</title-group>
<contrib-group>
<contrib contrib-type="author">
<name>
<surname><![CDATA[Maiti]]></surname>
<given-names><![CDATA[Moinak]]></given-names>
</name>
<xref ref-type="aff" rid="Aff"/>
</contrib>
</contrib-group>
<aff id="Af1">
<institution><![CDATA[,Pondicherry University  ]]></institution>
<addr-line><![CDATA[ ]]></addr-line>
<country>India</country>
</aff>
<pub-date pub-type="pub">
<day>00</day>
<month>06</month>
<year>2019</year>
</pub-date>
<pub-date pub-type="epub">
<day>00</day>
<month>06</month>
<year>2019</year>
</pub-date>
<volume>64</volume>
<numero>2</numero>
<fpage>0</fpage>
<lpage>0</lpage>
<copyright-statement/>
<copyright-year/>
<self-uri xlink:href="http://www.scielo.org.mx/scielo.php?script=sci_arttext&amp;pid=S0186-10422019000300012&amp;lng=en&amp;nrm=iso"></self-uri><self-uri xlink:href="http://www.scielo.org.mx/scielo.php?script=sci_abstract&amp;pid=S0186-10422019000300012&amp;lng=en&amp;nrm=iso"></self-uri><self-uri xlink:href="http://www.scielo.org.mx/scielo.php?script=sci_pdf&amp;pid=S0186-10422019000300012&amp;lng=en&amp;nrm=iso"></self-uri><abstract abstract-type="short" xml:lang="en"><p><![CDATA[Abstract Financial data mostly have fat tail and an analyst is much concerned about the tail part. Most of the study in finance extensible uses linear regression but when it comes to tail analysis it becomes ineffective. So, the present study tries to address the same by using Quantile regression in the tail analysis to study the value effect in 10 portfolios formed from BSE 500 stocks based on P/B ratio. The study result clearly indicates that Quantile regression estimates give more comprehensive and vibrant picture of the unpredictable effect of the predictors on the response variables.]]></p></abstract>
<abstract abstract-type="short" xml:lang="es"><p><![CDATA[Resumen OLS Versus Regresión cuantil en datos financieros extremos, en su mayoría tienen cola adiposa y un analista está muy preocupado por la parte de la cola. Más del estudio en finanzas extensible utiliza la regresión lineal, pero cuando se trata de análisis de la cola se vuelve ineficaz, Por lo tanto, el presente estudio trata de abordar el mismo mediante el uso de Quantile regresión en el análisis de cola para estudiar el efecto de valor en 10 carteras formadas a partir de BSE 500 acciones basadas en la relación P / B. El resultado del estudio indica claramente que las estimaciones de regresión de Quantile dar una imagen más completa y vibrante del efecto impredecible de los predictores en las variables de respuesta.]]></p></abstract>
<kwd-group>
<kwd lng="en"><![CDATA[C22]]></kwd>
<kwd lng="en"><![CDATA[G11]]></kwd>
<kwd lng="en"><![CDATA[G12]]></kwd>
<kwd lng="en"><![CDATA[Quantile regression]]></kwd>
<kwd lng="en"><![CDATA[decision making]]></kwd>
<kwd lng="en"><![CDATA[factor models]]></kwd>
<kwd lng="en"><![CDATA[Value effect]]></kwd>
<kwd lng="es"><![CDATA[C22]]></kwd>
<kwd lng="es"><![CDATA[G11]]></kwd>
<kwd lng="es"><![CDATA[G12]]></kwd>
<kwd lng="es"><![CDATA[Regresión cuantil]]></kwd>
<kwd lng="es"><![CDATA[toma de decisiones]]></kwd>
<kwd lng="es"><![CDATA[modelos de factores y efecto Value]]></kwd>
</kwd-group>
</article-meta>
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