稳健多因素模型协高阶矩非线性压缩估计及其在金融市场的应用
Release time:2024-08-19
Hits:
- Leading Scientist:
- Wang Jianye
- Supported by:
- 重庆市社会科学规划办公室
- Classification of Project:
- 人文社科类
- Nature of Project:
- 纵
- Supported by:
- 重庆市社科规划项目
- Project level:
- 3.省部级
- Project Participants:
- Xichen Wang,GPF,WY
- Project Number:
- 55QOJVURVR4PA1L3EMY2KSYUJPJ9P1LK
- Classification of Disciplines:
- Economics
- Date of Project Completion:
- 2025-12-31
- Date of Project Initiation:
- 2022-12-13
- Subsidy Amount(yuan):
- 5000.0
- Pre One:配套-稳健多因素模型协高阶矩非线性压缩估计及其在金融市场的应用
- Next One:基于因子模型的高阶矩估计及其投资组合研究


