研究

to
2020

When Will the Covid-19 Pandemic Peak?

北京大学经济学院   Shaoran Li and Oliver Linton
2021

Option pricing under double Heston jump-diffusion model with approximative fractional stochastic volatility

北京大学经济学院   Ying Chang, Yiming Wang and Sumei Zhang
2022

市场模糊度分析

北京大学经济学院   黎新平、罗东东、赵留彦
2022

Policy Risk and Financial Markets: The Chinese Silver Crisis During the Great Depression

北京大学经济学院   赵留彦
2022

First Discussion Meeting on Statistical Aspects of the Covid-19 Pandemic

北京大学经济学院   Shuyi Ge, Shaoran Li, and Oliver Linton
2022

Asset pricing model based on Fractional Brownian Motion

北京大学经济学院   Yu Yan and Yiming Wang
2022

The Short-Run and Long-Run Components of Idiosyncratic Volatility and Stock Returns

北京大学经济学院   Yunting Liu
2022

基于高频数据的期权价格信息含量研究

北京大学经济学院   刘天权、王一鸣
2022

Underreaction and overreaction in Bitcoin market

北京大学经济学院   Tianquan Liu, Yiming Wang, and Yi Yan
2022

Effects of market liquidity on price dynamics in a heterogeneous belief model

北京大学经济学院   Yongguan Zhou，Yiming Wang, and Zhennan Gao
2022

Bitcoin as a safe-haven asset and a medium of exchange

北京大学经济学院   Yu Yan, Yi Lei, and Yiming Wang
2022

Micro learning support vector machine for pattern classification: A high-speed algorithm

北京大学经济学院   Yu Yan, Yiming Wang, and Yi Lei
2023

Forcasting inflation with economic narratives and machine learning

北京大学经济学院   Linchao Meng
2023

Anomalies in the Age of Machine

北京大学经济学院   姜富伟、孟令超、王一鸣、周国富
2023

Nonlinear asset pricing in Chinese stock market:A deep learning approach

北京大学经济学院   Shuiyang Pan, Suwan Long, and Yiming Wang
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