结合最近邻预测和基于模型的已实现方差预测:是否值得?
Combining nearest neighbor predictions and model-based predictions of realized variance: Does it pay?
International Journal of Forecasting · 2016
被引 17
ABS 3
- Julián Andrada Félix
- Fernando Fernández Rodríguez
- Ana-Marı́a Fuertes 通讯
金融经济学计量经济学波动率预测机器学习