Forecasting crude oil prices with a large set of...

Forecasting crude oil prices with a large set of predictors: Can LASSO select powerful predictors?

Zhang, Yaojie, Ma, Feng, Wang, Yudong
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Volume:
54
Language:
english
Journal:
Journal of Empirical Finance
DOI:
10.1016/j.jempfin.2019.08.007
Date:
December, 2019
File:
PDF, 1.14 MB
english, 2019
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