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

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