Forecasting China's stock market volatility with shrinkage method : can Adaptive Lasso select stronger predictors from numerous predictors?
Chao Liang, Yongan Xu, Zhonglu Chen, Xiafei Li
| Year of publication: |
2023
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| Authors: | Liang, Chao ; Xu, Yongan ; Chen, Zhonglu ; Li, Xiafei |
| Subject: | Adaptive Lasso | China's stock market | combination forecasts | out-of-sample forecast | predictors selection | volatility forecasting | China | Prognoseverfahren | Forecasting model | Volatilität | Volatility | Aktienmarkt | Stock market | Prognose | Forecast | ARCH-Modell | ARCH model | Wirtschaftsprognose | Economic forecast |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/ijfe.2614 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014429165