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SFQRA:条件均值预测中带有聚合的缩放因子增强分位数回归

SFQRA: Scaled factor-augmented quantile regression with aggregation in conditional mean forecasting

Journal of Multivariate Analysis · 2025
被引 3 · 同刊同年前 2%
ABS 3
计量经济学金融计量时间序列分析分位数回归