156 Hurley Hall
Notre Dame, IN 46556-5646
University of Notre Dame
in Total Papers Downloads
High-dimensional time series; Model selection; Dynamic factor model; Combining forecasts
Exchange Rates, Out-of-Sample Forecasting, Elastic Net, Kitchen-Sink Regression, Combined Forecasts
hedge funds, stock characteristics, cross-section of returns, safe stocks
Monetary Policy, Vector Autoregression, Variable Selection
Equity Premium, Out-of-Sample Prediction, Economic Fundamentals, Technical Indicators, Shrinkage Estimation.
Mean-variance analysis, Penalized least squares, Portfolio selection, Shrinkage methods
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