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114 results on '"Xiu D"'

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1. Detection of cervical metastatic lymph nodes in papillary thyroid carcinoma by Fourier transform infrared spectroscopy.

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3. Firm-Level Exposure to Epidemic Diseases: COVID-19, SARS, and H1N1.

4. Narrative Asset Pricing: Interpretable Systematic Risk Factors from News Text.

5. The Partisanship of Financial Regulators.

6. Option Return Predictability with Machine Learning and Big Data.

7. The Leading Premium.

8. Finding Fortune: How Do Institutional Investors Pick Asset Managers?

10. Man versus Machine Learning: The Term Structure of Earnings Expectations and Conditional Biases.

11. Counterparty Risk: Implications for Network Linkages and Asset Prices.

12. Cybersecurity Risk.

13. Risk Price Variation: The Missing Half of Empirical Asset Pricing.

14. Multifidelity adaptive sequential Monte Carlo for geophysical inversion.

15. Oligopoly Lucas Tree.

16. State Price Density Implied by Crude Oil Futures and Option Prices.

17. Bayesian tomography using polynomial chaos expansion and deep generative networks.

18. Multiresolution analysis for stochastic hyperbolic conservation laws.

19. Do Anomalies Really Predict Market Returns? New Data and New Evidence.

20. Volatility of Volatility Estimation: Central Limit Theorems for the Fourier Transform Estimator and Empirical Study of the Daily Time Series Stylized Facts*.

21. Realized GARCH, CBOE VIX, and the Volatility Risk Premium.

22. An Enhanced Factor Model for Portfolio Selection in High Dimensions*.

23. Estimation of large covariance matrices with mixed factor structures.

25. Risks and Returns of Cryptocurrency.

26. Bond Risk Premiums with Machine Learning.

27. Implied Stochastic Volatility Models.

28. Testing Beta-Pricing Models Using Large Cross-Sections.

29. Dissecting Characteristics Nonparametrically.

30. A Transaction-Cost Perspective on the Multitude of Firm Characteristics.

31. The Cross-Section of Risk and Returns.

32. New Methods for the Cross-Section of Returns.

33. Factors That Fit the Time Series and Cross-Section of Stock Returns.

34. Factor Timing.

35. Empirical Asset Pricing via Machine Learning.

36. Hedging Climate Change News.

37. Anatomy of a Sovereign Debt Crisis: Machine Learning, Real-Time Macro Fundamentals, and CDS Spreads.

38. A Machine Learning Approach to Volatility Forecasting.

39. Modeling Realized Covariance Matrices: A Class of Hadamard Exponential Models.

41. Intratumoral injection therapies for locally advanced pancreatic cancer: systematic review.

42. Measuring Tail Risks at High Frequency.

43. Cumulative Prospect Theory, Option Returns, and the Variance Premium.

44. Protocol for Factor Identification.

45. Identification and Functional Characterization of Two Chitin Synthases in the Black Cutworm, Agrotis ipsilon (Hufnagel) (Lepidoptera: Noctuidae).

46. Intraday Market Predictability: A Machine Learning Approach.

47. Forecasting Loan Default in Europe with Machine Learning*.

48. The VIX Premium.

49. Volatility Estimation and Forecasts Based on Price Durations.

50. Risk Reduction and Efficiency Increase in Large Portfolios: Gross-Exposure Constraints and Shrinkage of the Covariance Matrix.