Complexity-Regularized Regression for Serially-Correlated Residuals with Applications to Stock Market Data

Author: Darmon David   Girvan Michelle  

Publisher: MDPI

E-ISSN: 1099-4300|17|1|1-27

ISSN: 1099-4300

Source: Entropy, Vol.17, Iss.1, 2014-12, pp. : 1-27

Access to resources Favorite

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract