基于滑动求和方法的面板模型多变点检验、估计及应用研究
序号 | 标题 | 类型 | 作者 |
---|---|---|---|
1 | Forecasting value at risk and expected shortfall using highfrequency data of domestic and international stock markets | 期刊论文 | Wang Man;Cheng Yihan |
2 | The heterogeneous treatment effect of low-carbon city pilot policy on stock return: A generalized random forests approach. | 期刊论文 | Man Wang;Qiuping Yang |
3 | 考虑高维宏观信息的波动率与股票价格预测 | 期刊论文 | 王满;张苗苗 |