Jun He
Post
Research
Note
Data
Bergen
🌞
Yufeng Han
← Papers reviewed on this blog
[2018 JFE]
一天里,只有两个半小时真正重要
Market Intraday Momentum
Jun 2026
[2006 RFS]
三百多个参数,赌一把「波动」到底值多少钱
Asset Allocation with a High Dimensional Latent Factor Stochastic Volatility Model
Jun 2026