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
- Dongxin Li
- Li Zhang 通讯
- Lihong Li
金融经济学计量经济学波动率建模宏观经济政策