Modelling market implied ratings using LASSO variable selection techniques
GeorgiosSermpinis, SerafeimTsoukas, Ping Zhang
| Year of publication: |
2018
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|---|---|
| Authors: | Sermpinis, Georgios ; Tsoukas, Serafeim ; Zhang, Ping |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 48.2018, p. 19-35
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| Subject: | Market implied ratings | LASSO | Financial ratios | Forecasting | Prognoseverfahren | Forecasting model | Theorie | Theory | Betriebliche Kennzahl | Financial ratio | Regressionsanalyse | Regression analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jempfin.2018.05.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012109239