预测已实现波动率：LASSO方法是否优于HAR？
Forecasting realised volatility: Does the LASSO approach outperform HAR?
Journal of International Financial Markets, Institutions and Money · 2021
被引 26
ABS 3
- Yi Ding
- Dimos Kambouroudis
- David G. McMillan 通讯
计量经济学金融波动率时间序列预测机器学习方法