大数据环境下模型平均法对金融市场波动率预测的影响研究
序号 | 标题 | 类型 | 作者 |
---|---|---|---|
1 | Versatile HAR model for realized volatility: A least square model averaging perspective | 期刊论文 | Yue Qiu;Xinyu Zhang;Tian Xie;Shangwei Zhao |
2 | Machine learning versus econometrics: prediction of box office | 期刊论文 | Liu Yan;Xie Tian |
3 | Forecast Bitcoin Volatility with Least Squares Model Averaging | 期刊论文 | Xie Tian |
4 | 跨国增长实证研究的模型不确定性问题:机器学习的视角 | 期刊论文 | 刘岩;谢天 |
5 | Box Office Buzz: Does Social Media Data Steal the Show from Model Uncertainty When Forecasting for Hollywood? | 期刊论文 | Lehrer Steven;Xie Tian |
6 | 运用最小二乘模型平均法预测外汇实际波动率(英文) | 期刊论文 | 邱越;谢天 |
7 | Weighing asset pricing factors: a least squares model averaging approach | 期刊论文 | Qiu Yue;Ren Yu;Xie Tian |
8 | Consumption, aggregate wealth and expected stock returns: a fractional cointegration approach | 期刊论文 | Ren Yu;Xie Tian |