Predicting stock market returns using high-dimensional data

Additional Metadata
Keywords	Stock market returns; lasso; high-dimensional data
Thesis Advisor	Lumsdaine, RL
Persistent URL	hdl.handle.net/2105/73327
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	Huang, D. (2024, September 17). Predicting stock market returns using high-dimensional data. Econometrie. Retrieved from http://hdl.handle.net/2105/73327

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