Out-of-Sample Forecasing of Foreign Exchange Rates: The Band Spectral Regression and LASSO

Out-of-Sample Forecasing of Foreign Exchange Rates: The Band Spectral Regression and LASSO
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外汇汇率的样本外预测:频带谱回归和 LASSO

DOI:
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发表时间:
2019
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通讯作者:
Tatsuma Wada
Tatsuma Wada
中科院分区:
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作者:
Mikio Ito;Akihiko Noda;Tatsuma Wada;Tatsuma Wada;Tatsuma Wada;Tatsuma Wada;Tatsuma Wada;Tatsuma Wada

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