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pro vyhledávání: '"YANXin(严鑫)"'
Autor:
SHENYinfang(沈银芳), YANXin(严鑫)
Publikováno v:
Zhejiang Daxue xuebao. Lixue ban, Vol 49, Iss 1, Pp 66-75 (2022)
基于广义自回归得分（generalized autoregressive score，GAS）和已实现波动率异质自回归（heterogeneous autoregressive of realized volatility，HAR-RV）模型，引入投资者情绪因素，构建了HAR-RV GAS和HAR-RV-SENT GAS
Externí odkaz:
https://doaj.org/article/47c4cf878c944483aa71b449486ffce2
