"Forecasting stock market volatility with a large number of predictors: New ..."

Xiafei Li, Chao Liang, Feng Ma (2025)

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DOI: 10.1007/S10479-022-04716-1

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type: Journal Article

metadata version: 2025-10-04

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Xiafei Li, Chao Liang, Feng Ma:
Forecasting stock market volatility with a large number of predictors: New evidence from the MS-MIDAS-LASSO model. Ann. Oper. Res. 352(3): 613-652 (2025)

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