Identifying idiosyncratic stock return indicators from large financial factor set via least angle regression.
https://doi.org/10.1016/j.eswa.2008.10.018
@article{DBLP:journals/eswa/WangT09b,
author = {Zitian Wang and
Shaohua Tan},
title = {Identifying idiosyncratic stock return indicators from large financial
factor set via least angle regression},
journal = {Expert Syst. Appl.},
volume = {36},
number = {4},
pages = {8350--8355},
year = {2009},
url = {https://doi.org/10.1016/j.eswa.2008.10.018},
doi = {10.1016/j.eswa.2008.10.018},
timestamp = {Fri, 26 May 2017 22:54:11 +0200},
biburl = {https://dblp.org/rec/journals/eswa/WangT09b.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
本页面没有标签