Out-of-sample forecasting of foreign exchange rates: The band spectral regression and LASSO
Out-of-sample forecasting of foreign exchange rates: The band spectral regression and LASSO
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外汇汇率的样本外预测：带谱回归和 LASSO
DOI：
10.1016/j.jimonfin.2022.102719
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发表时间：
2022
影响因子：
2.5
通讯作者：
Tatsuma Wada
中科院分区：
文献类型：
--
作者：
Kohei Aono;Hiroshi Gunji;and Hayato Nakata;Tatsuma Wada
