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

Period12 Jun 2024 → 14 Jun 2024
Event title2024 Europe Annual Conference of the Financial Management Association International: FMA Europe 2024
Event typeConference
LocationTurin, ItalyShow on map
Degree of RecognitionInternational