Stock return predictability: A factor-augmented predictive regression system with shrinkage method (Q5034238)
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scientific article; zbMATH DE number 7481014
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stock return predictability: A factor-augmented predictive regression system with shrinkage method |
scientific article; zbMATH DE number 7481014 |
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Stock return predictability: A factor-augmented predictive regression system with shrinkage method (English)
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24 February 2022
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common factor
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high-dimensional predictors
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model selection
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quantiles
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regularization
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