Forecasting stock market volatility with a large number of predictors: New evidence from the MS-MIDAS-LASSO model
发表刊物:Annals of Operations Research
合写作者:Ma Feng
第一作者:Li Xiafei
论文类型:期刊论文
通讯作者:Liang Chao
卷号:352
页面范围:613–652
是否译文:否
发表时间:2025-09-16
收录刊物:SSCI