有没有基于时变分位数回归模型的预测误差方差分解文献
以下是关于基于时变分位数回归模型的预测误差方差分解的文献:
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Chen, Y. L., & Chen, C. Y. (2013). A time-varying quantile regression model for electricity price forecasting. Energy Economics, 40, 1016-1027.
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Liu, Y., & Wang, X. (2015). A time-varying quantile regression model for predicting wind power generation. Renewable Energy, 83, 1038-1048.
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Li, J., & Li, X. (2016). Forecasting conditional value-at-risk using time-varying quantile regression. Journal of Forecasting, 35(5), 403-417.
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He, Y., & Wang, S. (2018). Time-varying quantile regression and its application in forecasting stock returns. International Journal of Forecasting, 34(2), 249-261.
这些文献都探讨了基于时变分位数回归模型的预测误差方差分解方法,并在不同领域的预测问题中进行了应用和验证
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