Exploring multisource high-dimensional mixed-frequency risks in the stock market : a group penalized reverse unrestricted mixed data sampling approach
Xingxuan Zhuo, Shunfei Luo, Yan Cao
| Year of publication: |
2025
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| Authors: | Zhuo, Xingxuan ; Luo, Shunfei ; Cao, Yan |
| Published in: |
Journal of forecasting. - New York, NY : Wiley Interscience, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 44.2025, 2, p. 459-473
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| Subject: | group penalties | high-dimensional data | mixed data sampling model | mixed-frequency data | stock market returns | stock market risks | Aktienmarkt | Stock market | Börsenkurs | Share price | Stichprobenerhebung | Sampling | Schätzung | Estimation | Theorie | Theory | Regressionsanalyse | Regression analysis | Zeitreihenanalyse | Time series analysis | Kapitaleinkommen | Capital income | Monte-Carlo-Simulation | Monte Carlo simulation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/for.3191 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015374052