Lv2
160 积分 2023-07-12 加入
CRISK: Measuring the climate risk exposure of the financial system
2天前
待确认
Central bank liquidity reallocation and bank lending: Evidence from the tiering system
2天前
待确认
How is the change in left-tail risk priced in China?
1个月前
已完结
What drives the tail risk effect in the Chinese stock market?
1个月前
已完结
Novel approach to nonlinear/non-Gaussian Bayesian state estimation
2个月前
已完结
Bad environments, good environments: A non-Gaussian asymmetric volatility model
2个月前
已完结
Asset Return Dynamics under Habits and Bad Environment–Good Environment Fundamentals
2个月前
已完结
Realized bipower variation, jump components, and option valuation
2个月前
已完结
Asset Return Dynamics under Habits and Bad Environment–Good Environment Fundamentals
2个月前
已完结
GARCH option pricing with volatility derivatives
2个月前
已完结
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