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The three-pass regression filter : a new approach to forecasting using many predictors
Kelly, Bryan T.
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Pruitt, Seth
- In:
Journal of econometrics
186
(
2015
)
2
,
pp. 294-316
Persistent link: https://www.econbiz.de/10011349476
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Autoencoder asset pricing models
Gu, Shihao
;
Kelly, Bryan T.
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Xiu, Dacheng
- In:
Journal of econometrics
222
(
2021
)
1,2
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pp. 429-450
Persistent link: https://www.econbiz.de/10012619654
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