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中国科学院数学与系统科学研究院机构知识库
KMS Of Academy of mathematics and systems sciences, CAS
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Uncertainty shocks of Trump election in an interval model of stock market
期刊论文
QUANTITATIVE FINANCE, 2020, 页码: 15
Authors:
Sun, Yuying
;
Qiao, Kenan
;
Wang, Shouyang
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Submit date：2021/01/14
Interval dummy variables
Interval time series
Nonlinear minimum-distance estimator
Range volatility
Trump election
