存在异常值时使用机器学习算法对商品期货价格的条件风险度量进行稳健估计
Robust estimation of conditional risk measures using machine learning algorithm for commodity futures prices in the presence of outliers
Journal of Commodity Markets · 2021
被引 8
ABS 3
- Joe Wayne Byers 通讯
- Ivilina Popova
- Betty J. Simkins
金融风险管理计量经济学机器学习商品期货