On the economic benefit of complete subset regression for the multivariate HAR model
Andrey Vasney, The University of Sydney
(Venue: LAU 7-207)
Andrey Vasney, The University of Sydney
(Venue: LAU 7-207)
Dennis K. J. Lin, Purdue University
(Venue: LAU 7-207)
Xiaowu Dai, University of California, Los Angeles
(Venue: LAU 6-208)
Yuanyuan Lin, The Chinese University of Hong Kong
(Venue: LAU 7-208)
Ivan Au Yeung, Nvidia AI Technology Center HK
(Venue: LAU 7-208)
Victor DeMiguel, London Business School
(Venue: LAU 7-208)
Yuanyuan Lin, The Chinese University of Hong Kong
(Venue: LAU 7-208)
Guodong Li, The University of Hong Kong
(Venue: LAU 6-208)
Tiejun Tong, Hong Kong Baptist University
(Venue: LAU 6-207)
Flavio Ziegelmann, Universidade Federal do Rio Grande do Sul
(Venue: LAU 7-208)