Forecasting stock market volatility with a large number of predictors: New evidence from the MS-MIDAS-LASSO model
Crossref DOI link: https://doi.org/10.1007/s10479-022-04716-1
Published Online: 2022-04-26
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Li, Xiafei
Liang, Chao http://orcid.org/0000-0002-8535-5139
Ma, Feng
Text and Data Mining valid from 2022-04-26
Version of Record valid from 2022-04-26
Article History
Accepted: 4 April 2022
First Online: 26 April 2022
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