Return to results
Presentations at an Academic or Professional conference (2019), 2019 3rd International Conference on Econometrics and Statistics

Multivariate lasso-based Forecast Combinations for stock market Volatility

ROMBOUTS Jeroen , CROUX Christophe, WILMS Ines

ROMBOUTS, J., CROUX, C. and WILMS, I. (2019). Multivariate lasso-based Forecast Combinations for stock market Volatility. In: 2019 3rd International Conference on Econometrics and Statistics.