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~isPartOf:"Quantitative finance"
~person:"Cattivelli, Luca"
~subject:"Forecasting model"
~subject:"Wertpapierhandel"
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Cattivelli, Luca
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Adaptive Lasso for vector Multiplicative Error Models
Cattivelli, Luca
;
Gallo, Giampiero M.
- In:
Quantitative finance
20
(
2020
)
2
,
pp. 255-274
Persistent link: https://www.econbiz.de/10012194865
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