ItemScopus

Taming theComplexity ofDistributed Lag Models: A Practical Approach toMulticollinearity, Outliers, andAuto-Correlation inFinance

Title
Taming theComplexity ofDistributed Lag Models: A Practical Approach toMulticollinearity, Outliers, andAuto-Correlation inFinance
Description
Lecture Notes in Networks and Systems Vol.922 LNNS pp.237-245
Creator
Saha S.; Joshi H.
Source
<a href="https://www.scopus.com/inward/record.uri?eid=2-s2.0-85197233085&doi=10.1007%2f978-981-97-0975-5_21&partnerID=40&md5=70367cf41d8ad72d9230018ac4e91e0b" target="_blank" rel="noreferrer noopener">https://www.scopus.com/inward/record.uri?eid=2-s2.0-85197233085&doi=10.1007%2f978-981-97-0975-5_21&partnerID=40&md5=70367cf41d8ad72d9230018ac4e91e0b</a>
Date
2024-01-01

Collection

Conference Papers

Citation

Saha S.; Joshi H., “Taming theComplexity ofDistributed Lag Models: A Practical Approach toMulticollinearity, Outliers, andAuto-Correlation inFinance,” CHRIST (Deemed To Be University) Institutional Repository, accessed February 8, 2025, https://archives.christuniversity.in/items/show/9750.

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