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  • Search: subject:"predictors selection"
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Year of publication
Subject
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predictors selection 2 ARCH model 1 ARCH-Modell 1 Adaptive Lasso 1 Aktienmarkt 1 China 1 China's stock market 1 Economic forecast 1 Forecast 1 Forecasting model 1 Prognose 1 Prognoseverfahren 1 Stock market 1 Volatility 1 Volatilität 1 Wirtschaftsprognose 1 automobile insurance data 1 combination forecasts 1 distance-based regression 1 non-parametric bootstrap 1 out-of-sample forecast 1 volatility forecasting 1
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Online availability
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Undetermined 1
Type of publication
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Article 1 Book / Working Paper 1
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 1 Undetermined 1
Author
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Bielsa, M. Mercedes Claramunt 1 Chen, Zhonglu 1 Gregori, Jose Fortiana 1 Li, Xiafei 1 Liang, Chao 1 Val, Eva Boj del 1 Xu, Yongan 1
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Institution
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Facultat d'Economia i Empresa, Universitat de Barcelona 1
Published in...
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International journal of finance & economics : IJFE 1 Working Papers in Economics 1
Source
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ECONIS (ZBW) 1 RePEc 1
Showing 1 - 2 of 2
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Forecasting China's stock market volatility with shrinkage method : can Adaptive Lasso select stronger predictors from numerous predictors?
Liang, Chao; Xu, Yongan; Chen, Zhonglu; Li, Xiafei - In: International journal of finance & economics : IJFE 28 (2023) 4, pp. 3689-3699
Persistent link: https://www.econbiz.de/10014429165
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Bootstrapping pairs in Distance-Based Regression
Val, Eva Boj del; Bielsa, M. Mercedes Claramunt; … - Facultat d'Economia i Empresa, Universitat de Barcelona - 2006
Distance-based regression is a prediction method consisting of two steps: from distances between observations we obtain latent variables which, in turn, are the regressors in an ordinary least squares linear model. Distances are computed from actually observed predictors by means of a suitable...
Persistent link: https://www.econbiz.de/10005176406
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