2020 Q1 季度研究归档¶
本页是自动生成的书目与原始链接归档;自动筛选不等于编辑认可,也不评价作者结论或构成投资建议。
- 覆盖期间:2020-01-01 至 2020-03-31
- 原始收录:323
- 自动筛选记录:3
- 筛选来源:2
- 经审计来源归档:6
- 归档来源:2
主题分布¶
- 波动率与隐含波动率曲面:3
- 金融机器学习:2
- 研究方法与稳健性:1
自动筛选记录¶
- 2020-03-30 — Implied Stochastic Volatility Models · The Review of Financial Studies · 波动率与隐含波动率曲面、研究方法与稳健性
- 2020-02-19 — Inventory effects on the price dynamics of VSTOXX futures quantified via machine learning · arXiv Quantitative Finance History · 波动率与隐含波动率曲面、金融机器学习
- 2020-01-31 — On Calibration Neural Networks for extracting implied information from American options · 原始来源 · arXiv Quantitative Finance History · 波动率与隐含波动率曲面、金融机器学习
经审计来源归档¶
本节完整列出配置为季度归档的已审计来源;仅表示元数据与原始链接已接入,不代表内容质量或策略有效性背书。
- 2020-03-27 — Systemic Risk Analysis using Multiplex Model among Bank, Company and Financial Market · JPX official working-paper index
- 2020-03-13 — Looking under the Hood of Active Credit Managers · AQR-affiliated Crossref metadata
- 2020-03-03 — The effect of oil price shocks on asset markets: Evidence from oil inventory news · AQR-affiliated Crossref metadata
- 2020-02-26 — Empirical Asset Pricing via Machine Learning · AQR-affiliated Crossref metadata
- 2020-02-14 — Hedging Climate Change News · AQR-affiliated Crossref metadata
- 2020-01-30 — Self-Adjusting Mechanism in the Evolving U.S. Listings Market · JPX official working-paper index