高频数据是否能改善股票价格预测?——基于函数型数据的实证研究
陈海强, 陈丽琼, 李迎星, 罗祥夫
Can High Frequency Data Improve Stock Prices Forecasting?—Empirical Evidence Based one Functional Data Analysis
Haiqiang CHEN, Liqiong CHEN, Yingxing LI, Xiangfu LUO
计量经济学报
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2021, (2): 426
-436
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DOI: 10.12012/CJoE2020-0005
