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主办:中国运筹学会
承办:合肥工业大学
ISSN 1007-3221 CN 34-1133/G3
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中文
Estimation and Application of High Dimensional Time Varying Portfolio Model Based on DCC-MIDAS-NL Model
LIU Liping, WANG Jiangfang, LYU Zheng
Operations Research and Management Science . 2025, (
3
): 205 -210 . DOI: 10.12005/orms.2025.0097