具有高持续性和条件异方差的Expectile预测回归模型
刘小惠, 曹阳, 范雅文, 彭凌
Predictive Expectile Regression Models under Possible High Persistence and Conditional Heteroskedasticity
LIU Xiaohui, CAO Yang, FAN Yawen, PENG Ling
应用数学学报
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2026, (2): 203
-231
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DOI: 10.20142/j.cnki.amas.202600015
