Variable Selection in Tail Risk Modeling of Equity Returns

Additional Metadata
Keywords	Variable selection; gradient boosting; machine learning; GAMLSS; GPD; EVT
Thesis Advisor	Zhou, C.
Persistent URL	hdl.handle.net/2105/56892
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	Hoxha, X. (2021, May 17). Variable Selection in Tail Risk Modeling of Equity Returns. Econometrie. Retrieved from http://hdl.handle.net/2105/56892

Publication