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

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• 2023 Annual Conference of the International Association for Applied Econometrics

  Yi Luo (Speaker)

  29 Jun 2023

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

• British Accounting Review Special Issue and Conference: AI in Accounting and Finance

  Yi Luo (Speaker)

  11 Jun 2023

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

• The 2022 Greater China Area Finance Conference

  Yi Luo (Speaker)

  28 Jun 2022

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

• The 34th Asian Finance Association Annual Meeting

  Yi Luo (Speaker)

  20 Jun 2022

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

• The 14th Annual Meeting of the Society for Financial Econometrics

  Yi Luo (Speaker)

  11 Jun 2022

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