Forecasting stock market volatility with a large number of predictors: New evidence from the MS-MIDAS-LASSO model.
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| Title: | Forecasting stock market volatility with a large number of predictors: New evidence from the MS-MIDAS-LASSO model. |
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| Authors: | Li, Xiafei1, Liang, Chao1, liangchaoswjt@163.com, Ma, Feng1 |
| Source: | Annals of Operations Research; Sep2025, Vol. 352 Issue 3, p613-652, 40p |
| Database: | Applied Science & Technology Source |
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| ISSN: | 02545330 |
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| DOI: | 10.1007/s10479-022-04716-1 |
