Forecasting China's stock market volatility with shrinkage method: Can Adaptive Lasso select stronger predictors from numerous predictors?
Year: 2022
Type: article
DOI: 10.1002/ijfe.2614
Authors: Chao Liang, Yongan Xu, Zhonglu Chen, Xiafei Li
Institution: Southwest Jiaotong University
Language: English
Subfield: Finance
Domain: Social Sciences
Open Access status: closed
OpenAlex ID: W4220982001