利用溢出效应预测已实现波动率:来自图神经网络的视角
Forecasting realized volatility with spillover effects: Perspectives from graph neural networks
International Journal of Forecasting · 2024
被引 12
ABS 3
- Chao Zhang 通讯
- Xingyue Pu
- Mihai Cucuringu
- Xiaowen Dong
金融经济学计量经济学机器学习波动率预测