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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