Stock return predictability a factor-augmented predictive regression system with shrinkage method

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Bibliographische Detailangaben
Veröffentlicht in:Econometric reviews
1. Verfasser: Ohno, Saburo (VerfasserIn)
Weitere Verfasser: Ando, Tomohiro (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 2018
Schlagworte:
Common factor > high-dimensional predictors > model selection > quantiles > regularization > Aufsatz in Zeitschrift
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