用经济政策不确定性预测股票波动率:一个平滑转换GARCH-MIDAS模型

Forecasting stock volatility with economic policy uncertainty: A smooth transition GARCH-MIDAS model

International Review of Financial Analysis · 2023
被引 51
ABS 3
金融经济学计量经济学波动率建模宏观经济政策