基于大数据分析并纳入订单不平衡效应的期货波动率预测
Futures volatility forecasting based on big data analytics with incorporating an order imbalance effect
International Review of Financial Analysis · 2022
被引 31
ABS 3
- Shusheng Ding
- Tianxiang Cui
- Yongmin Zhang 通讯
金融经济学计量经济学大数据分析期货市场波动率建模