wx“量化前沿速递”

文献汇总
[1] Investigating Volatility Spillover of Energy Commodities in the Context of the Chinese and
European Stock Markets
在中国和欧洲股市背景下调查能源商品的波动溢出
出处:-
[2] Price Discovery in China’s Crude Oil Futures Markets: An Emerging Asian Benchmark?
中国原油期货市场的价格发现：一个新兴的亚洲基准？
出处:Journal of Futures Markets, Forthcoming
[3] Short- to Long-Term Realized Volatility Forecasting using Extreme Gradient Boosting
使用极端梯度增强的短期到长期实现波动率预测
出处:-
[4] Liquidity Fragmentation on Decentralized Exchanges
去中心化交易所的流动性碎片化
出处:-
[5] How FGTS Would Become an Efficient Defined Contribution Retirement Plan Investing in
SeLFIES. A Solution Focused on Future Real Income
FGTS如何成为投资于SeLFIES的高效固定缴款退休计划。着眼于未来实际收入的解决方案
出处:-