A penalized two-pass regression to predict stock returns with time-varying risk premia

1 August 2022

Papers citing "A penalized two-pass regression to predict stock returns with time-varying risk premia"

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Title
Oracle Inequalities and Optimal Inference under Group Sparsity Karim Lounici Massimiliano Pontil Alexandre B. Tsybakov Sara van de Geer 113 377 0 11 Jul 2010