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Updated: Jun 24, 2025

Development of an Individual-Tree Basal Area Increment Model using a Linear Mixed-Effects Approach
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Development of an Individual-Tree Basal Area Increment Model using a Linear Mixed-Effects Approach

Published on: July 3, 2020

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通过AO-GARCH-MIDAS模型提高股票波动性的预测

Ting Liu1, Weichong Choo1, Matemilola Bolaji Tunde1

  • 1School of Business and Economics, Universiti Putra Malaysia, Seri Kembangan, Malaysia.

PloS one
|June 11, 2024
PubMed
概括

这项研究引入了对一般自回归条件异态度混合数据采样 (GARCH-MIDAS) 模型的异常值校正方法. 新的AO-GARCH-MIDAS模型通过减轻异常值引起的错误来提高波动性预测的准确性.

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