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  • Search: subject:"subset selection methods"
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Year of publication
Subject
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Causality analysis 1 Estimation theory 1 Kausalanalyse 1 Portfolio selection 1 Portfolio-Management 1 Risikomaß 1 Risk measure 1 Schätztheorie 1 VAR model 1 VAR-Modell 1 frequency causality measures 1 portfolio allocation 1 subset selection methods 1 weighted financial networks 1
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Online availability
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Free 1
Type of publication
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Book / Working Paper 1
Type of publication (narrower categories)
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Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
Language
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English 1
Author
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Chorro, Christophe 1 De Peretti, Philippe 1 Jay, Emmanuelle 1 Soler, Thibault 1
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Documents de travail du Centre d'Economie de la Sorbonne 1
Source
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ECONIS (ZBW) 1
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Frequency causality measures and Vector AutoRegressive (VAR) models : an improved subset selection method suited to parsimonious systems
Chorro, Christophe; Jay, Emmanuelle; De Peretti, Philippe; … - 2021
Persistent link: https://www.econbiz.de/10012668302
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