股市涨跌预测与量化投资策略:基于时变矩成分分析
鲁万波, 黄光麟, Kris Boudt
Stock Market Rise-Fall Forecast and Quantitative Investment Strategy: Based on Time Varying MCA
LU Wan-bo, HUANG Guang-lin, Kris Boudt
中国管理科学
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2020, (2): 1
-12
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DOI: 10.16381/j.cnki.issn1003-207x.2020.02.001
