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A Study of Cross Sectional Stock Returns Using High-Dimensional SUR Model and Many Firm Level Characteristics.
Qingliang Fan
Yong Han
Xiao-Ping (Steven) Zhang
Published in:
GlobalSIP (2019)
Keyphrases
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cross sectional
structural equation modeling
high dimensional
multiresolution
panel data
data sets
similarity measure
feature space
long term
image intensity
stock returns