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Items where Author is "Luo, Yi"

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Journal Article

Luo, Yi and Xue, Xiaohan and Izzeldin, Marwan (2025) When MIDAS Meets LASSO : The Power of Low-frequency Variables in Forecasting Value-at-Risk and Expected Shortfall. Journal of Financial Econometrics, 23 (1). ISSN 1479-8409

This list was generated on Fri Apr 25 00:26:11 2025 UTC.