Jun He
Post
Research
Note
Data
Bergen
🌞
Christopher S Jones
← Papers reviewed on this blog
[2003 RFS]
利率会拐弯,是数据说的,还是先验替它弯的?
Nonlinear Mean Reversion in the Short-Term Interest Rate
Jun 2026
[2001 JFE]
8.2% 还是 57.3%?——同一个市场,两把尺子量出两种因子
Extracting Factors from Heteroskedastic Asset Returns
Jun 2026