Lasso VAR for VAR
Year of publication: |
[2022]
|
---|---|
Authors: | Du, Zaichao ; Xie, Yiwei ; Yang, Tao ; Yu, Hongbao |
Publisher: |
[S.l.] : SSRN |
Subject: | Theorie | Theory | VAR-Modell | VAR model | Risikomaß | Risk measure |
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