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Items where Author is "Xue, Xiaohan"

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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

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