Measuring causality with machine learning method: A Lasso- Bootstrap Granger Causality Approach

Paulik, Kata (2022) Measuring causality with machine learning method: A Lasso- Bootstrap Granger Causality Approach. Outstanding Student Paper, BCE, Pénzügyi ökonometria. Szabadon elérhető változat / Unrestricted version: http://publikaciok.lib.uni-corvinus.hu/publikus/tdk/paulik_k_2022.pdf

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Free and unrestricted access: http://publikaciok.lib.uni-corvinus.hu/publikus/tdk/paulik_k_2022.pdf


Item Type:Outstanding Student Paper
Notes:3. díj
Subjects:Mathematics. Econometrics
ID Code:15463
Specialisation:Actuarial and Financial Mathematics
Deposited On:27 Apr 2023 12:14
Last Modified:27 Apr 2023 12:14

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