Essec\Faculty\Model\Contribution {#2216 ▼
#_index: "academ_contributions"
#_id: "6724"
#_source: array:26 [
"id" => "6724"
"slug" => "6724-multivariate-lasso-based-forecast-combinations-for-stock-market-volatility"
"yearMonth" => "2019-06"
"year" => "2019"
"title" => "Multivariate lasso-based Forecast Combinations for stock market Volatility"
"description" => "ROMBOUTS, J., CROUX, C. et WILMS, I. (2019). Multivariate lasso-based Forecast Combinations for stock market Volatility. Dans: 2019 3rd International Conference on Econometrics and Statistics.
ROMBOUTS, J., CROUX, C. et WILMS, I. (2019). Multivariate lasso-based Forecast Combinations for stoc
"
"authors" => array:3 [
0 => array:3 [
"name" => "ROMBOUTS Jeroen"
"bid" => "B00469813"
"slug" => "rombouts-jeroen"
]
1 => array:1 [
"name" => "CROUX Christophe"
]
2 => array:1 [
"name" => "WILMS Ines"
]
]
"ouvrage" => "2019 3rd International Conference on Econometrics and Statistics"
"keywords" => []
"updatedAt" => "2021-09-24 10:33:27"
"publicationUrl" => null
"publicationInfo" => array:3 [
"pages" => null
"volume" => null
"number" => null
]
"type" => array:2 [
"fr" => "Communications dans une conférence"
"en" => "Presentations at an Academic or Professional conference"
]
"support_type" => array:2 [
"fr" => null
"en" => null
]
"countries" => array:2 [
"fr" => null
"en" => null
]
"abstract" => array:2 [
"fr" => null
"en" => null
]
"authors_fields" => array:2 [
"fr" => "Systèmes d'Information, Data Analytics et Opérations"
"en" => "Information Systems, Data Analytics and Operations"
]
"indexedAt" => "2025-04-04T06:21:39.000Z"
"docTitle" => "Multivariate lasso-based Forecast Combinations for stock market Volatility"
"docSurtitle" => "Presentations at an Academic or Professional conference"
"authorNames" => "<a href="/cv/rombouts-jeroen">ROMBOUTS Jeroen</a>, CROUX Christophe, WILMS Ines"
"docDescription" => "<span class="document-property-authors">ROMBOUTS Jeroen, CROUX Christophe, WILMS Ines</span><br><span class="document-property-authors_fields">Information Systems, Data Analytics and Operations</span> | <span class="document-property-year">2019</span>
<span class="document-property-authors">ROMBOUTS Jeroen, CROUX Christophe, WILMS Ines</span><br><spa
"
"keywordList" => ""
"docPreview" => "<b>Multivariate lasso-based Forecast Combinations for stock market Volatility</b><br><span>2019-06 | Presentations at an Academic or Professional conference </span>
<b>Multivariate lasso-based Forecast Combinations for stock market Volatility</b><br><span>2019-06 |
"
"docType" => "research"
"publicationLink" => "<a href="#" target="_blank">Multivariate lasso-based Forecast Combinations for stock market Volatility</a>
<a href="#" target="_blank">Multivariate lasso-based Forecast Combinations for stock market Volatili
"
]
+lang: "en"
+"_type": "_doc"
+"_score": 9.209872
+"parent": null
}