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 APA Style APA-ALL Style AAA 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). The Joint Lasso for realized volatility modelling using HAR. In Econometrie.http://hdl.handle.net/2105/53367

Publication