使用多变量时变维度模型建模股票溢价、原油价格回报与经济政策不确定性之间的样本外预测关系

Modeling the out-of-sample predictive relationship between equity premium, returns on the price of crude oil and economic policy uncertainty using multivariate time-varying dimension models

Energy Economics · 2023
被引 3
人大 A-ABS 3
金融经济学计量经济学能源金融宏观经济政策