Items where Journal is "Quantitative Finance"

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Number of items: 2.

2020

Zhai, J ORCID: https://orcid.org/0000-0002-2746-7749, Cao, Y and Liu, X 2020, 'A neural network enhanced volatility component model' , Quantitative Finance, 20 (5) , pp. 783-797.
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2019

Jiang, Y, Cao, Yi, Liu, X and Zhai, J ORCID: https://orcid.org/0000-0002-2746-7749 2019, 'Volatility modeling and prediction : the role of price impact' , Quantitative Finance, 19 (12) , pp. 2015-2031.
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This list was generated on Sat Sep 25 02:13:59 2021 UTC.