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项目主要构建了多混频Realized GARCH-MIDAS-X模型,结合社交媒体情绪和高频数据,与 不加社交媒体情绪指标的模型相比,加入后的模型显著提升了内地低碳市场波动预测的准确性。通过稳健 性检验,证明了研究结果的可靠性。该研究丰富了市场波动模型,并为低碳投资和宏观调控提供了参考。

  • Updated Dec 17, 2024
  • Python

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