双组分β -t- qvar - m -lev:一种新的预测模型

IF 1.5 Q3 BUSINESS, FINANCE

Financial Markets and Portfolio Management Pub Date : 2023-09-02 DOI:10.1007/s11408-023-00431-4

M. Haddad, Szabolcs Blazsek, Philip Arestis, Franz Fuerst, Hsia Hua Sheng

引用次数: 1

摘要

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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The two-component Beta-t-QVAR-M-lev: a new forecasting model

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来源期刊

Financial Markets and Portfolio Management BUSINESS, FINANCE-

CiteScore

3.20

自引率

0.00%

发文量

期刊介绍： The journal Financial Markets and Portfolio Management invites submissions of original research articles in all areas of finance, especially in – but not limited to – financial markets, portfolio choice and wealth management, asset pricing, risk management, and regulation. Its principal objective is to publish high-quality articles of innovative research and practical application. The readers of Financial Markets and Portfolio Management are academics and professionals in finance and economics, especially in the areas of asset management. FMPM publishes academic and applied research articles, shorter ''Perspectives'' and survey articles on current topics of interest to the financial community, as well as book reviews. All article submissions are subject to a double-blind peer review. http://www.fmpm.org Officially cited as: Financ Mark Portf Manag