基于数据分解集成和高频数据建模的汇率波动率预测
李永武, 秦怡雯, 李健, 王雅实
Forecast of Exchange Rate Volatility Based on Data Decomposition and Integration and High-frequency Data Modeling
LI Yongwu, QIN Yiwen, LI Jian, WANG Yashi
运筹与管理
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2023, (5): 168
-174
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DOI: 10.12005/orms.2023.0165
