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
- Lei Shu
- Yifan Hao
- Yu Chen 通讯
- Qing Yang 通讯
计量经济学金融计量时间序列分析分位数回归