【作者(必填)】
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【文题(必填)】 Forecasting renewable energy stock volatility using short and long-term Markov switching GARCH-MIDAS models: Either, neither or both?【年份(必填)】
222
【全文链接或数据库名称(选填)】https://www.sciencedirect.com/science/article/abs/pii/S0140988322002237