When MIDAS Meets LASSO: The Power of Low-frequency Variables in Forecasting Value-at-Risk and Expected Shortfall

Activity: Talk or presentation › Presentation at conference/workshop/seminar

Period17 Jul 2024 → 19 Jul 2024
Event titleThe 7th International Conference on Econometrics and Statistics
Event typeConference
LocationBeijingShow on map
Degree of RecognitionInternational