The Linear Relationship Model with LASSO for Studying Stock Networks

Chen, MZ; Tian, HJ; Wu, BY; Tian, TH

Wu, BY (通讯作者),Univ Int Business & Econ, Sch Banking & Finance, Beijing 100029, Peoples R China.;Tian, TH (通讯作者),Monash Univ, Sch Math, Clayton, Vic 3800, Australia.

ENTROPY, 2022; 24 (6):