Variable selection; gradient boosting; machine learning; GAMLSS; GPD; EVT
Zhou, C.
hdl.handle.net/2105/56892
Econometrie
Erasmus School of Economics

Hoxha, X. (2021, May 17). Variable Selection in Tail Risk Modeling of Equity Returns. Econometrie. Retrieved from http://hdl.handle.net/2105/56892