The Joint Lasso for realized volatility modelling using HAR

Additional Metadata
Keywords	HAR; Joint Lasso; Realized Volatility
Thesis Advisor	Tetereva, A.
Persistent URL	hdl.handle.net/2105/53367
Series	Econometrie
Organisation	Erasmus School of Economics
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Platenkamp, M.H.T. (2020, November 13). The Joint Lasso for realized volatility modelling using HAR. Econometrie. Retrieved from http://hdl.handle.net/2105/53367

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